If your computer is in an area where other people may have physical access to it while it is up and running, you should set up your computer to automatically password-lock your workstation with a screen saver. These programs operate on a timer, so that if you leave your workstation idle for a length of time, the screen saver will engage. If you password protect it, others will not have access to your desktop and open applications in your absence. Another other option is to use manual desktop locking, but of course you have to remember to use it!
Desktop locking is especially important if you leave applications running, and have access to Level III (highly sensitive) information. (See the Institutional Data Policy for University of Iowa data classification descriptions http://itsecurity.uiowa.edu/policy-institutionaldataaccess)
To set up a Screen Saver with Password Protection on a Windows workstation click on the following link to view the video: http://online.uiowa.edu/secaware/windows_desktop/
To set up a Screen Saver with Password Protection on a Mac workstation, view the following movie: http://online.uiowa.edu/secaware/mac_desktop/