This is an old one but worth having handy for quick reference. How many times have you had your windows screen lock up and nothing will work. You say "Oh no, I have to reboot and lose everything."
Try these steps. It doesn't always work, but when it does it is quick and easy.
(Not for Windows 7)
CTRL + Alt + Del
Press End Task
"Are You Sure You Want to exit Windows?" box
"Explorer is Not Responding" box
Hit End Task
Desktop refreshes . . .
No hassle, no punching the power button, no reboot.