My first thought would be to re-map Win+L with AutoHotKey or similar. Or, just press start, and arrow up and over to lock (lots more keypresses though).
I'm no good with macros, but the start+arrow idea is great. For me it's only one more keypress, but I can do it all with one hand. Funny thing is, I use that combo at home to put my home computer to sleep, because I don't leave that running in between sessions. Thanks for the tip that I should have known already!