I still like right-clicking on the desktop, choosing New, then Shortcut. Copy and paste the script:
%windir%\system32\rundll32.exe user32.dll,LockWorkStation
into the Type the location of the item. Click, Next, then name your shortcut and click finish.
You can then click on that with your mouse to lock the desktop or change the properties by right clicking on the icon, choosing properties and then inserting a function key such as F7 into the Shortcut Key field. Click save, and you can lock your desktop wiht one keystroke. Doesn't sound like much of a savings, but I tend to have the chart and a pen in one hand and even trying to click the Windows Key and L can be difficult.
The above may sound difficult, but it actually takes about ten seconds once you get used to it.