A screen saver password will prevent others from accessing your computer while you are away. This process is described in the Knowledge Base document In Microsoft Windows, how do I modify the screen saver settings? When you set this password, you may also want to set the delay to a short time interval. This will turn on your screen saver after the specified time delay and ask for a password in order to exit the screen saver. This is the best way to password protect your computer if you want to leave it on and be gone for a period of time.
Note: This password can be bypassed by restarting the computer.