How do I lock (security lock) my Android on-command (i.e. immediately)?

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http://androidforums.com – I've searched for this on Google and here but haven't found a good answer yet. (Similar question to http://androidforums.com/incredible-support-troubleshooting/230406-how-l...) When I talk about "locking", there are two different things I mean. When I say "lock", I mean having the lock screen appear that you need to swipe to get back to your home screen. When I say "security lock", I mean that in order to get back into your phone you have to enter your password/PIN/pattern that you have set in your security settings. I am not asking how to (General)