it gets the "old" ctrl-alt-del function when you join a domain
however I don´t know how to activate the function on a single workgroup-computer
that´s what I found on deja.com:
Create a shortcut with this command :
%windir%\System32\rundll32.exe user32.dll,LockWorkStation
Pressing Win-Key - L will also go to the Welcome screen.
or, you can disable Fast User Switching
see User Accounts applet, "Change the way users log on and off"
then it will work with the old Ctrl-Alt-Delete method, and have a button
for lock