Here's a freeware program that locks the system with a password...
System Lock http://www.snapfiles.com/get/systemlock.html
If you don't want to add software then there is a simple technique that you can use that the average person wouldn't catch on to right away.
Use windows explorer to make sure there is a profile in windows directory for the user first. Then goto the Windows\Start Menu\Programs\Start Up\ folder and right click in the right pane to create a shortcut.
Use this command line:
rundll32.exe shell32.dll,SHExitWindowsEx 6
and name the shortcut something vague or misleading like 'mouse on'.
When someone uses the Escape key or cancel button at logon box the computer will reboot.
If you use 4 instead of 6 at the end of the command that forces the pc to shutdown and people are reluctant to turn it back on. :grin:
Note: startup applications (and links, batch files, etc ) can be bypassed by pressing the Ctrl key while the desktop loads, but most people don't know that.
(works for win98/ME)