By pressing WINDOWSKEY+L, you password protect your system just as if you had logged out or restarted the computer. The advantage is that any programs or processes that were running when you locked the desktop will stay open and running in the background, ready for you to resume work or play.
Windows XP is like a big ocean of tips and tricks. In the coming days I will add more and more Windows XP tips, tricks and hacks to this article.