[profx]

If you go to
Applications/Utilities/Keychain Access.app

then go to show package contents

/Contents/Resources/Keychain.menu

double click Keychain.menu and you get a small lock icon in the menu up by the date/time.
It activates your screen saver with password protection, even if your system prefs are not set up to lock it normally.

I have seen lots of threads from people wanting to know how to do this, it turns out apple did provide a way!!

There doesn't seem to be any way to activate this feature from within the keychain app so showing package contents is the only way of loading the menu item. From the menu you can then lock the screen