Lock your machine on Mouse Click !!!!!!!!!!
1. Right click an empty spot on the desktop, point to New and click Shortcut.
2. In the Create Shortcut dialog box, type the following in the 'Type the location' of the item text box:
"rundll32 user32.dll,LockWorkStation" remove quotes while typing.
3. Click Next.
4. In "Type a name for this shortcut", type "
5. Create a shortcut in your shortcut bar & use it

I prefer to just use Win+L, great post though
The time it took me to create this shorcut was 29 seconds longer than holding the windows key and pressing L.
then mike you must be slow at locating Icon on ur Desktop.. however this shortcut can be used from any keyboard and most importantly it's there for people who prefer using mouse more then Keyboard.. that's what i suppose