Windows – Set Windows XP Lock Screen Background

Don't lock it manually...
Configure screensaver as usual and enable option "Require password on wakeup"

This is how the configuration will behave: After predefined time, screensaver will start. Then some time(define by you) later, the monitor go off. At any point of time after screensaver starts, if someone wakes up the screen, it will end up being lock screen.

I think this is what you need.

Now, if you are leaving your workstation and want to lock it, you could trigger the screensaver instead which will be equivalent to locking it. To trigger the screensaver, just create a shortcut to it.

OR

You can use a neat utility MonitorES that does pretty much what you want: https://code.google.com/p/monitores/. It can automatically start the screensaver as soon as the screen is locked. It can also be run at startup.

This is a problem apparently introduced in Windows 8, and you are far from the only one to suffer from it: googling for this problem got back 220 000 answers!

There are apparently several reasons for it happening and no one really knows why. I list below some workarounds that might work, or not (excepting the one advising disabling the Lock screen completely).

In the article System Freezes on Windows 8 Lock Screen, the following registry hack disables the lock screen image and just shows the password box:

[HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\Personalization]
"NoLockScreen"=dword:00000001

Another advice in the same article was to update the BIOS.

In the article How do I stop windows 8.1 from freezing when the screen locks, disabling sleep has fixed the problem, so perhaps the problem there occurred when Windows went to sleep inside the Lock screen.

In the article Random freeze issue since upgrading to win 8.1, one solution was to turn off Store App automatic update. Another solution was to Use DISM to Fix Component Store Corruption.

I have even found one article where using the mouse wheel fixed the freeze.