OK, so you are using moving to Windows XP from Windows 2000. You are on a laptop, or a machine with a keyboard with all these ridiculous little custom buttons at the top that do stuff like pull up your system manufacturer's PDF file. You like to lock your machine when you step away from it, like any sane person does, knowing that they are all out to get you, but you miss hitting Ctrl-Alt-Delete to gain access to the quick "Lock Machine" function that Windows 2000 offers.
Why not use one of those stupid "extra" buttons on your keyboard to lock your machine with? It just so happens I have an EXE you can use, I pulled it off of an HP Pavilion, but you can use it on any XP machine. Just map one of those buttons to the EXE, and you're all set. Here is the file... QuikLock.zip