Some times when you are working on an important file in windows Xp and if you want to leave your computer suddenly for a glass of water or some snack etc, then you will have to lock your desktop so that no body gets hold of your private stuff or damage your work.
In windows Xp you can lock your desktop by using the win + L keys.
The secure logon will appear so that a password is required to unlock the desktop back.
You can also use a short cut on your desktop for easy locking of your desktop.
Just create a new shortcut that points to,
rundll32.exe user32.dll,LockWorkStation or type it in the run dialog box.