make my desktop (secure) ?

I have Windows 2000 on my puter at work. Whenever I leave my desk for anything ie…lunch, meeting, etc… When I return someone has moved,removed or messed with my icons, also has been browsing the web on “inappropriate” sites. This is really worrying me. I have asked our IT person and he is no help. Is there a way that I can I make my pc secure without having to completely turn it off everytime I walk away from my desk? Any help would surely be appreciated.