Is there a way to lock the computer so all applications will stay running?
This can be done when you switch users, but I need to only lock it without logging out.
you can set the option to require password to wake from sleep or screensaver (done in security system preferences) and activate screensaver or put the computer to sleep before leaving it. you can set a hot corner to do it quickly.
another option is to enable the lock menu extra. it's in /system/library/coreservices/menuextras. just double-click on it. then you can lock screen for the menu bar. or if you have fast user switching enabled you can go to login window from the fast user switching menu. this will not log you out.
In security preferences choose "require PW after sleep or screensaver" then enable hot corners from screen saver pref pane to activate a corner of the screen to put into screen saver mode. Move your mouse to that corner of the screen to start the screen saver and when you come back it will ask for a password.
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quick lock instead log out
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