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There are several ways to lock your Windows XP computer, but all of them use the same command line. The method you choose is a matter of personal preference.

1. via the keyboard
   The easiest way to lock Windows XP is by simply pressing the Windows logo key and the letter L (for Lock) on a Microsoft Natural Keyboard or any other compatible keyboard that includes the Window key. Doing so will pop up the Unlock Computer Password box.
2. via a Shortcut.
   If you don’t have a keyboard with a Window key or simply don’t like the keyboard method, then here’s how you can make a desktop shortcut to lock your computer.
   Right click an empty area of your desktop, choose New/Shortcut and enter this line as the command line:
              rundll32.exe user32.dll, LockWorkStation
   Click Next. Name the shortcut whatever you prefer and click Finish. That’s it.
   If you’d like to change the icon, just right click the shortcut and go to Properties/Shortcut/Change Icon.
3. via the command line
   The above command line can also be used at a DOS prompt to lock your computer. One simple way you can do it would be by clicking Start/Run, typing CMD and then entering the command and pressing Enter.
4. via a bat file
   This is similar to a Windows shortcut method. But it’s a DOS version. If you’ve never created a bat (batch) file, but would like to try this method, simply open a new text file (such as with Notepad) and type the following commands:
             @echo off
             rundll32.exe user32.dll, LockWorkStation
             cls
   Save the file with a .bat extension, such as Lock.bat, and you’re done. Double click to make the file run.
5. Press the Windows key and the L key (WinKey+L) at the same time

Additionally, you can create a new shortcut, with the following command line:

rundll32.exe user32.dll,LockWorkStation

Copy the new shortcut to your Quick Launch bar and you have one click access to locking the desktop.