I do not literally mean locking the computer with a padlock or something. I have not heard anybody doing that anyway. And I do not mean that the computer has blue screen or hangs or freezes. I do mean locking the workstation. I am using Windows XP as an example here.

If you are annoyed by the "Computer Locked" dialog box, I suggest to disable the function. Start the Registry Editor by selecting Run from the Start menu, typing regedit in the Open field, and clicking OK. If you do a mistake when editing the registry and the computer cannot boot to Windows, press F8 during reboot to access the list of startup options and choose 'Last Known Good Configuration (your most recent settings that worked)'. I am going to abbreviate for example HKEY_CURRENT_USER to HKCU here.
HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\System
If 'System' Key is not available, create it. You will see a new open folder icon named "New Key #1". Rename it to 'System'.

Create a new DWORD value named DisableLockWorkstation. Double-click it to open 'Edit DWORD Value' dialog box. Enter 1 in the Value Data field and click OK.

Now the computer will not lock even when you press "Windows logo key + L" or resume Windows from hibernation or standby.

I am not going to write how to set up a new scheduled task to lock the computer when idle or to change the time being idle before the workstation is locked because I have found that it may lock the computer even it is not idle.

Also I am not going to show you how to create a shortcut that will lock the computer when you double-click on it because I think that is not practical since you can lock computer straightaway by pressing 'Windows logo key + L', or if your keyboard does not have a Windows key, by pressing 'Ctrl + Alt + Del' and choosing 'Lock Computer'.