Use a keyboard shortcut and use Automator to make a screen lock service. This will allow you to set any keyboard command you would like to lock or start a screen saver on your mac. As referenced below is a nice article on how to do the process.
Handy screen locking tips for Mac
... If mousing to part of the screen isn’t your thing, you can use the keyboard to lock the screen, but it takes Automator (or a third-party application, but Automator is the better bet if you’re using OS X 10.6). Launch Automator and create a new service.
Tell the new service that it receives “no input” (rather than the default of “text”). The default is also for “any application”, make sure to keep this set. Next, drag the Start Screen Saver action from the Utilities action group to the workflow. Finally, save the service and give it a name, such as Start Screensaver. Go back to Keyboard Shortcuts in the Keyboard section of System Preferences and look in the Services group. Scroll down to the General section and you will see the newly created Start Screensaver service is enabled. Click in the whitespace to the far right of this entry and a new entry box will appear. Type the keyboard shortcut, such as CTRL-OPT-L.
Exit System Preferences.
You will now be able to hit CTRL-OPT-L and activate the screen saver in order to lock the screen. If you wish to return to the login window instead (you are still logged in, but the computer is locked) rather than activate the screensaver, change the Automator service to Run Shell Script instead of Start Screen Saver and have it run the following command:
/System/Library/CoreServices/Menu\ Extras/user.menu/Contents/Resources/CGSession -suspend