Originally Posted by David
"Lock this computer" is the same option as "Lock" from the Start menu next to the power options (Arrow). This takes your computer to the logon screen and locks your computer without logging you off. It prevents anyone from accessing you computer until you type your logon again. Lock is handy for a office environment or where there are people you do not want messing with your computer while you just get up and do something away from the computer for a moment. It lets you leave everything running and secured, then returns where you left off when you log back on.
Hope this helps,