Create a Lock Computer Shortcut Icon
1. Right click on the desktop, select New > Shortcut.
2. Enter rundll32.exe user32.dll,LockWorkStation as the shortcut.
3. Name it Lock Computer.
4. Right click and choose Properties.
5. Click on "Change Icon"
6. Search through shell32.dll in the System32 directory and find an appropriate lock icon.
NOTE: This effectively dumps you back to the "Welcome" log on screen. Of course this will only work if you have entered a password for your profile.
ADDENDUM: If you want added security, go to the Control Panel and click on "User Accounts". Click "Change the way users log on or off", and deselect the "Use the Welcome Screen" option.This will switch Windows back to the classic log in box.