Windows only: If you've ever wanted to keep a program safe from prying eyes but don't want to close it, free utility LockThis! will let you easily protect any open program, so that un-minimising it requires a password.
LockThis! is extremely easy to use — to lock an application, all you need to do is press Ctrl while minimising the window that you want protected. It will ask you for your admin password (which by default is LockThis! but can be changed from the admin window), and then keep the window minimised until you want it open again.
You can use your admin password for all protected programs, set a separate password for all programs, or specify the password on a per-program basis as you minimise them. It's up to you. It runs in the system tray, staying out of your way except to prompt for passwords — even if you try to open the admin window or exit LockThis!, it will prompt you for your admin password so no-one can just shut it off.
LockThis! is a free download, Windows only.