equivalent of windows+L in osx snow leopard
control+shift+eject sets the display to sleep. If you have then the option "Require password immediately after sleep or screen saver begins" set in "Security &amp; Privacy" it will lock your machine.

This will only put the display to sleep not the system: not exactly what you asked but the additional screen sleep is not bad (less energy consumption :-)

There are other answers here that point out ways to establish a automation to lock the screen from a keyboard command of your choosing. See


Is there a quick way to lock my Mac?
Lock screen with LaunchBar
https://superuser.com/questions/45740/fast-user-switching-apple-menu


The last two show several methods to script this. You can then use LaunchBar or FastScripts or another tool to launch the action you prefer.