Windows: The Windows+L shortcut is a handy for quickly password-protecting your machine, but if you want to lock it while keeping an eye on your desktop, ClearLock will lock your desktop with a transparent layer so you can see what's going on.
Whether you've got rambunctious kids, immature friends or household pets that like to use your keyboard as a bed, locking your computer is always a good idea. Unfortunately, Windows' built-in locking method prevents you from seeing your desktop, meaning you can't keep an eye on your BitTorrent downloads, watch your movie, or enjoy the iTunes visualiser when your computer's locked. ClearLock fixes that by locking your computer transparently, so you can see your desktop, but not click on anything until you enter your password.
Just fire up the app, turn down your volume (its startup sound is a bit obnoxious), and type in your password. Now, whenever you launch the app, it'll lock your screen. The password window will go away after a few seconds and you'll have a fully visible, but locked computer. Hit the link to check it out.
ClearLock is a free download for Windows only.