I have tried to create a menu item or a panel item to lock the screen by following the instructions at http://forum.lxde.org/viewtopic.php?f=8&t=380&start=0
The first problem is that the launch "Application Launch Bar" Settings only gives me the option of adding items that are already on the menu. I cannot browse to the lockscreen.desktop file.
The second problem is that even if I move the file (which works with a double click while on the desktop) to either ~/.local/share/applications or to /usr/share/applications (as File Manager Super User) the file does not appear in the Menu.
I have also added Categories=Utility;Configuration to the contents suggested above and NoDisplay=False.
I have tried to add it using lxmenu editor without success. I am guessing that there is some command to rebuild the menu that the above link has not mentioned.