Windows Media Player includes a feature that will let you lock the screen while still making the interface usable, so you can still easily switch music or videos while the screen is locked.
Open up WMP in full-screen mode, and you’ll notice a small icon in the bottom-right hand corner of the screen.
Clicking on that icon will open up a small textbox where you can enter a PIN code, and then click the green checkbox.
Now your screen should be locked, and the Alt-Tab or Windows keys won’t work anymore until you click the lock icon and then enter your PIN again.
It’s worth noting that if you have screenshot software installed such as SnagIt, the screenshot mode will interrupt the lock mode, so you’ll want to close that down before you do this.
Thanks to Reader Ebrahim for writing in with this tip.