Is there a way to lock your computer with XP with fast account switching enabled?

For some reason, when fast account switching is enabled in XP, you lose the ability to bring up the menu with control alt delete that has the options of lock computer, shut down, task manager, etc. It just launches the task manager.

Why is this, and is there a way to somehow lock the computer while having fast switching enabled?

Because with fast user switching two users can be logged in at once. If you lock your computer how is another user supposed to be able to log in?

Just for kicks, what does (Windows key)+L do, if anything. That’s how I normally lock mine.

That’s irritating. Is there a way to drop to a login screen with one user’s programs running in the background?

I want to be able to occasionally let someone use my computer on their own account without having to close everything I have open when I do - is there some way I can make that happen?

Edit: It occurs to me that I could probably just select “switch user” and leave it on the login screen. It turns out it’s apparently a moot point because when I click “switch user”, nothing happens. Whee.

Tried it, didn’t work.

Clicking Switch User should work - it is the equivalent of locking your running session, but someone else can use the system. I use it all the time.