Hi Anil,
Welcome to the Microsoft Community. As per the description you want to disable the function (Windows key + L) used to lock the window.
I will help you with this issue. I would suggest you to follow these steps.
a) Click start, type regedit.exe in the start search box and press enter.
b) Browse to the following key, create it if it doesn’t exist:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\System
c) On the right-hand side, create a new DWORD 32-bit value named DisableLockWorkstation and give it one of these values:
1-Disable Lock Workstation
0-Enable Lock Workstation
d) Click ok.
Note: This section, method, or task contains steps that tell you how to modify the registry. However, serious problems might occur if you modify the registry incorrectly. Therefore, make sure that you follow these steps carefully. For added protection, back up the registry before you modify it. Then, you can restore the registry if a problem occurs. For more information about how to back up and restore the registry, click the following link. http://windows.microsoft.com/en-US/windows7/Back-up-the-registry
Hope this helps. Let us know if you need further assistance with Windows related issues. We will be happy to help.