One of the easiest ways for someone to access your private files is waiting until you leave your computer unattended for a while and then jumping onto the computer using your already logged-on account. To prevent this, you can lock out any access to the computer by other people via your account. However, you can allow other people to log on using their own accounts and to have network access to the computer. When you lock the computer, all your programs and open files remain running but unavailable until you enter your password.
Make sure that you have a password assigned to your account.
Click the Start button, and then click the Lock This Computer button. The logon screen appears.
When you want to resume your work on the computer, type your password, and press Enter. If someone else logged on using his or her account, and your user account isn’t already displayed, click your user name, and then enter your password to unlock your user account on the computer.
"Using a Screen Saver" for information about configuring a screen saver to require a password.
"Starting Up" for information about requiring a password when the computer resumes from sleep.