Lock Desktop…If you've been looking for a way to lock your desktop but leave your programs and data open, look no further. Lock Desktop does just that. Installed on the Dock, one click will provide you the security your looking for.
If you have multiple users on your computer, you can login as any of those user accounts after locking your computer. That leaves the first account's programs running in the background and does not show them as running in the login screen.
This feature is built in to Snow Leopard already, so why do I need a paid app for this, or am I missing something?
On your Mac go to System Preferences, Accounts then check the box next to 'Show fast user switching menu as:'. You can choose how you want fast user switching to appear on the menu bar as well, e.g. icon only, etc.