Locking my screen on my MacBook Lion?

On Windows I select Window+L to lock my screen. Then on log-in, I find all the programs just where I left them. But this does not work on the Mac.

If I try to Log out, it says all programs will be closed. If I select Sleep, no password is required.

Should I turn Automatic Login to On?

Otherwise, what change can I make to allow me to securely walk away from my MacBook but not require me to re-open my programs?

Thanks.
newbiewebSr. Software EngineerAsked:
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strungCommented:
Apple Menu > System Preferences > Security & Privacy > General tab > Require password after sleep or screen saver
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SjizzelCommented:
To lock your screen quickly with fast user switching enabled, choose Login Window from the menu with your user name. Your applications will remain open and undisturbed, but your computer islocked.

Locking the screen doesn’t prevent other users from turning off the computer and restarting it, and then logging in to their own accounts. If you think this could happen, be sure to save your work before you leave your computer.

You can use your administrator name and password to unlock the screen for your own account or the account of a standard user, but not the account of another administrator.
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maximus5328Commented:
Enable fast user switching menu in:
System Preferences > Users & Groups > Login Options
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LBItechCommented:
There is an option for lock screen through KeyChain Access.
Open Keychain Access > Preferences > Enable 'Show Keychain status in menu bar'

You'll see a Lock icon in the menu bar. There is an option for lock screen from that menu.
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ableincCommented:
Apple Menu > System Preferences > Security & Privacy > General tab > Require password after sleep or screen saver and set your display sleep to say a minute. When you walk away, the screen will go to sleep in a minute and then when you return it will prompt you to login.
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newbiewebSr. Software EngineerAuthor Commented:
Thanks. Sorry for the delay...
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