The easiest answer is "it depends". It depends on whether you have a computer with a true Microsoft keyboard: there's a key on it, "winkey" or the Windows key, that makes everything quite simple. If not, well, it's a bit more complicated.
If you do have the Windows key, simply press Windows+L and you'll instantly lock the computer, putting it back to the login / switch users screen. This is explained by Microsoft in a tech note and the end result after less than a second is:
Failing that, you can also get there with two keystrokes by typing Control-Alt-Delete (also known as "CTRL-ALT-DEL") to bring up the Task Manager:
As you can see, if you choose the Shut Down menu, one of your options is "Switch User", which then switches to the first screen showed above.
There are also some shareware applications you can try if these don't work for you, most notably Hide Window Hotkey, from download.com. I haven't tried it, so I don't know how it works, but the description and review on the site are certainly promising!
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It also depends on if you are logged into a domain or not at the office. (chance are good that you are on a domain)
If you are, youll get a different screen when using the key combinations mentioned above.
Win+L is still good, but it shows a smaller "locked" screen and you have to hit ctrl+alt+delete to enter your password again.
My preference though is to just minimize everything quickly.
This can be done with Win+D (or Win+M)
A full list of keyboard shorcuts, including those specific to the Windows key, can be found here http://support.microsoft.com/kb/126449