If you are on a domain you can prevent unauthorized users from gaining access to your computer by pressing Ctrl+Alt+Del and then clicking Lock Computer.
To create an even quicker means of securing your computer, place a shortcut on your desktop to lock your computer:
Right-click an open area of your desktop, point to New, and then click Shortcut.
In the Location box, type %windir%\System32\rundll32.exe user32.dll,LockWorkStation
Click Next, in the Name box type a name for the shortcut such as, Lock Computer, and then click Finish.