First of all, Alan, thanks a million for all your help. Second, I'm at my friend's computer now and I see that even though he's got Win XP Pro, and I set him up as an administrator & his account is password protected, I cannot "lock" his computer, (by doing CTRL/ALT/DELETE/ENTER) it just brings up the running processes thingy....
Also, his screensaver cannot be password protected and he's running webshots as his screensaver if that's any help to know. I see on the webshots site that the program itself does not allow for the screensaver to be password protected, but it can be done from the "properties" tab... the problem is I get, "on resume display welcome screen, but no option to password protect this thing....

Help, please?

Try Windows Key + L

Also, on the screensaver, make sure "On resume, display Welcome screen" is checked.

That would just take you to Welcome screen, to get the lock option show up with Ctrl+Alt+Del,
go to Control Panel, open users, 3rd optionl Change the Way Users Log On or Off,
then uncheck use Welcome screen.

The welcome screen is essentially a different interface for the logon window. The account has a password. So, no matter which way it's the same result....a password needs to be entered to "unlock" the computer. Windows logon passwords can be circumvented anyway, so it's a false sense of security to begin with.

I know it's same result, I am just saying to get the actual screen with option Lock
by using Ctrl+Alt+Del you have to disable welcome screen.

I think you can change this under start> control panel> user accounts.