You can lock your XP workstation with two clicks of the mouse.
1. Create a new shortcut on your desktop using a right mouse click.
2. Enter 'rundll32.exe user32.dll, LockWorkStation' in the location field.
3. Give the shortcut a name you like.
That's it -- just double click on it and your computer will be locked. And if that's not easy enough, Windows key + L will do the same.