This is one cool trick in Windows Media Player in Vista, Locking the screen when watching the video in full screen mode.
When you watch DVD movies or other videos in Full screen mode, Windows media player goes to Window mode or you pressed the keyboard accidentally. In my case, my kids pressing the keyboard or clicking the mouse while watch the video.
Worry no more. Here the solution.
1. Run the Windows Media Player in Full Screen mode. While media player is running a video, move the mouse to the bottom-right corner. You will see a lock icon, like below.
2. Click the Lock Button and type a simple four letter password (say 1234).
3. Now your screen is locked. You can watch your video in peace. When you ready to close your Windows Media Player, click on the lock button again, type the password as your typed earlier (1234) and click the "check" button.
Anand, the Architect 
I found the lock for my 2 yr old but he quickly found ‘dvd’ button and exit full screen. Is there any way to block this too?Paulpre10ding@gmail.com
Wow! I didn’t know clicking on DVD button quits the full screen mode. Let me try this at home and get back to you.