How can I lock the screen of MacBook Pro without putting it to sleep?

I need to lock the screen of MacBook Pro just like pressing <win> + L on windows. And I don't want my MacBook to sleep because I might have some job going on?

Is there a shortcut key for that?

The operating system is Mac OS X Yosemite.
condor888Asked:
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strungCommented:
See this tutorial:  http://www.tekrevue.com/tip/the-fastest-way-to-lock-or-sleep-your-screen-in-mac-os-x/

Basically:

To lock your Mac’s screen, simultaneously press the following keys: Control + Shift + Eject. If you have a newer Mac that doesn’t have an optical drive (and thus has no eject key on the keyboard, such as the Retina MacBook Pro), the command is Control + Shift + Power. In both cases, you’ll see your Mac’s display shut off immediately, while the system continues to run in the background.

But read the whole article. There is more.

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condor888Author Commented:
I really appreciate your quick answer.
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Mac OS X

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