Set a screen saver to turn on after a few minutes, and check the box that makes it require a password upon waking up. I do this (one of my pet peeves is other people using my computer)... My screen saver comes on after 10 minutes, and you have to enter a password to turn it off.
You can also just ctrl-alt-delete>>lock computer or hit windows+L to lock it.
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"Good people do not need laws to tell them to act responsibly, while bad people will find a way around the laws."
--Plato
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