It seems surprisingly difficult to map a keystroke to lock the screen in OSX – you can map a hot-corner to it, but if you prefer to use the keyboard, there is no official way to do it.
If you use QuickSilver (and why wouldn’t you?), you can set up a trigger (see also this tutorial) to run /System/Library/Frameworks/ScreenSaver.framework/ Versions/A/Resources/ScreenSaverEngine.app, which will automatically start the screen saver with your current settings. Very handy!
(tip found here)