Your screen saver pops up. SP4 gives you a 5 second grace period to press a key
before you have to enter a password to unlock the screen saver. To adjust:
Hive: HKEY_LOCAL_MACHINE
Key: Software\Microsoft\Windows
NT\CurrentVersion\Winlogon
Name: ScreenSaverGracePeriod
Type: REG_SZ
Value: 0-2147483secs
I like 30 seconds.