You really should lock your workstation when you’re away, regardless of your position or how much access you have to internal network resources. Windows makes this pretty simple by giving you access to the Windows Key + L shortcut which you can throw at any time to put your computer into password protected mode. With OS X 10.9 / Mavericks, it’s slightly more of an annoyance, but still possible.
First we’ll choose Apple > System Preferences > Security & Privacy. Then you’ll want to make sure the box beside “Require password [immediately] after sleep or screen saver begins” is checked. At this point there’s a keyboard shortcut you can use to put your display to sleep immediately, and that is Control+Shift+[Power or Eject Button]. Because we set the option to require a password immediately after sleep begins, this doubles as a lock screen.
Another option you have if you want something even faster and easier is using something called a “Hot Corner”. If you choose Apple > System Preferences > Desktop & Screen Saver > Screen Saver tab > “Hot Corners…”, you’ll have the option to choose a corner of your screen and a corresponding action for OS X to perform. The option we want is “Start Screen Saver”. I have a hot corner set at the bottom right of my screen to start the screen saver, so when I move my cursor to that position the screen saver starts automatically and my screen is locked with a password because of the option we set previously. All things considered, I think this is my preferred method of locking my computer, even though I do it accidentally on occasion.