For those who created shortcuts under WinXP to do routine tasks, the good news is that you can do the same under Vista. It just takes practice, trying an error or simply asking someone. Here’s a way to create a shortcut to lock your PC.
1. Right-click an empty space of your Desktop.
2. Select New, then Shortcut.
3. In the space below “Type the location of the item:” type or paste the following: rundll32.exe user32.dll, LockWorkStation
4. Click Next
5. Type a name for your shortcut, e.g. PC Lock (I named mine “Candado”, which is Spanish for padlock)
6. Click Finish.

Happy computing!