Screen Locking in Mac OS X

On Windows and Linux, it is simple to set up one’s workstation to have the screen locked when one steps away from the console.  On the Mac however, there is no explicit way to achieve that.  The following site has some good pointers: Quickly lock your screen

One of the best methods from the article is to “show the login window, without actually logging out. You can do this by enabling fast user switching in the Accounts System Preferences panel. Click the Login Options button (you’ll probably have to enter your administrator password to do this), and then select the Enable Fast User Switching option. Once you have fast user switching enabled, you’ll see either an icon or a name in your menubar, depending on what option you chose on the Login Options screen. Click on your name or icon in the menubar and select Login Window from the drop-down menu. The login window will appear. When you return to your Mac, login as you usually do. All your applications will be just as your left them–even your iTunes music will start up again where it stopped playing, even if that means mid-song.”