If you want to lock the screen in Mac OS X, there are several ways to do, such as screen saver which provided with a password, and then turn them on demand
My favorite way is to select the keychain in the menu bar. Then click on the lock if necessary, and then click 'Lock Screen'. This is the Windows functionality WINDOWS + L on the next.
To activate the keys in the OSX menu bar, you open the Keychain application settings and selects the view point 'status in menu bar'.
I've always used a different account is created and then changed to this. He then wanted to go back to the password of one and it was like a screen lock. but your tip with the keychain is a lot better.
But I noticed a mistake: "Protecting the screen". I have chosen in the Keychain Access menu bar. Then the screen saver starts, and when I move the mouse, is a login window. I then click on "Cancel" button, while the screen saver comes again, but then again if I move the mouse, is no login window anymore and I find myself in the Finder! What does one say to such a mistake, I think Apple does not otherwise.