i'd do it by putting adding "rundll32.exe user32.dll,LockWorkStation" to my regestry values for startup in my profile, then log in automatically.
if you want to try it you can make a new text file and put this in it:
code:
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run]
"LockWorkstation"="rundll32.exe user32.dll,LockWorkStation"
and then rename it to LockWorkstation.reg and run it.