Go into your system preferences, Desktop and Screen Saver. Click the Screen Saver tab, and click the Hot Corners button (bottom right). You can pick a corner to make a hot corner that will activate your Screen Saver. Then go to the Security and Privacy pane in System Preferences and check the box that says Require password, set the dropdown menu to immediately after sleep or screen saver begins.
I chose the upper right corner to be the hot corner, you just have to "throw" your cursor to the corner and your screensaver will start up and need your password to unlock it.