I actually made a lock shortcut to my QuickLaunch bar following the same instructions and it works for me just fine. I also use Win2k Pro. Are you sure you are doing everything right? No typos? All characters have to be typed in and in the exact same order. Just give it another shot...
By the way, JenniferX, the Windows+L combination does not work for me. Aren't you using XP by any chance?
<< haven't tried it (i have win2k and use Windows+L), but if it is a user problem try logging in as admin or another user. >>
How are you doing that? I have Windows 2000 and Windows XP, the Windows + L doesn't work with 2000. Unless you've found a hack somewhere that allows it to, because from my understanding (and actual experience) it won't work.