LOCK YOUR COMPUTER WITHOUT ANY SOFTWARE

1.Right click on an empty area of the desktop and choose 'new' then 'shortcut.'

2.The create shortcut wizard will open; in the first text box.

3.Type '%windir%\System32\rundll32.exe user32.dll,LockWorkStation'
and then give your shortcut an appropriate name on the next page, and hit 'finish.'

4.You will notice that the shortcut you created has a blank icon.

5.To select a more appropriate one, right click on the shortcut and hit 'properties.' In the 'shortcut' tab, click the 'change icon' button.

6.In the 'look for icons in this file' box, type '%SystemRoot%\system32\SHELL32.dll'

7.Then click 'ok' to see a range of icons for your new shortcut. Choose an appropriate icon.

8.Your desktop locking shortcut is now ready for use. Test it out.

Note: It is useful if u have an account as it will prompt for a password.
OR
Hide all drives in my computer
Wanna how your geekiness. Here's the registry hack to hide all the drives in my computer.

head up to
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer
create a new DWORD value as NoDrives and modify its data to 03FFFFFF(six F's)

reboot and you are done.

To change back.
delete the key or modify the data to 0. (zero)

Source : Technology Spot