From Chris Long:
Desktop Locker is a free Windows 95/98 desktop locking program that can lock the desktop and require a password to free it. It can also password protect your computer so that every time your computer starts, you must enter a password. You can set it to this before Windows loads, after Windows loads, or both. You can also have it password protect DOS mode. And then there's options: When locking your desktop in Windows, Desktop Locker can give you 60 seconds to enter the password before locking the computer or you can have it lock your computer right away. And you can choose to show the Windows taskbar or not.