Locking computer by closing laptop lid.

I live in a shared house, when I leave my laptop in a room unattended my
housemates or visiters always seem to end up using my laptop closing programs
or websites that I am currently using/viewing. Seen as how I always close my
laptops lid if I leave it, is there anyway I can set windows to lock instead
of sleeping when the lid is closed?

 

I can't see a wait to have it lock when you close the lid, but you can set
it to need a password when resuming from sleep...

Control Panel (Classic), Power Options, System Settings, Choose what closing
the lid does...