No, I just lock-out of my computer and let it turn off the screen on its own after a few minutes. I've had some...risque, ecchi-type images as desktops, but that's about it. Of course, I did leave my computer unlocked in my dorm one time, with this as the desktop:
And when I returned, there was a MSWord document open with "Mike, looking at anime porn is NOT okay!" in size-70 type. Was all in 'good humor', was never actually teased or lambasted/outcast for it.