Steps
     1.  Right Click on an empty slot on Desktop, point to New and click on Shortcut.
     2.  In the dialog box that pops up, type the following code in the Type the location of the item.

rundll32 user32.dll,LockWorkStation

     3.  Click on Next and type a name for the shortcut in the Type a name for this 
          Shortcut textbox.
     4.  Click on Finish

Now you can use this shortcut icon every where you want like Task Bar and any other place you want. And quickly Lock the Computer in emergency.