Start Task Scheduler:
Click the Start button, then type “Task Scheduler”.
Click on Task Scheduler in the list that appears.
In the Task Scheduler application click Create Basic Task in the Actions pane.
Assign a name for the task, e.g. “Lock screen at startup”, then click Next.
For Trigger, select When I log on, then click Next.
For Action, select Start a program, then click Next.
For Start a Program:
For Program/script enter: C:\Windows\System32\rundll32.exe
For Add arguments (options) enter: user32.dll, LockWorkStation
Click Next.
Click Finish.
Now restart your computer. As soon as you login (or if you setup Windows to login automatically) the screen should lock. You will then need to enter your password to get into Windows.
Note that Gym Assistant and GateKeeper will still automatically startup if you configured Windows to do so.