I'm not sure about the shortcut... but if you could use WIN+L, then you couldn't use it anymore to log out in windows I think, unless you hook it... hmmm, maybe ...actually... nice idea
Errrrrrr..... to answer... no it can't be done in current versions
But what you CAN do is setting a shortcut to an AWAY-state (with automessages).
Then the only thing you have to do is pressing that shortcut and pressing WIN-L
(so, this means typing 4 strokes on your keyboard, not bad I would say...)