Quickly Lock your Computer
 

just press the windows key and L (win+L) to lock your computer, otherwise known as disconnecting.

(As an oversight to keyboards without the windows key, here is an alternate)
right click your desktop and select new\shortcut
create the path as: C:\WINDOWS\system32\tsdiscon.exe
*This icon when double clicked will also lock your computer

help
 

which key is the windows key?

On my keyboard it is between the ctrl and the alt key. It just looks like the MS windows logo. Not all keyboards have it.

An oversight on my part, i have added an alternate.