Assuming KDE...but I'm not running KDE, I'm running blackbox ... and I don't lock on screensaver .. I lock on starting xlock ... I've asigend a shortcut to it and when I leave my computer I press the shortcut.
Right-click on desktop -> Configure Desktop -> Screensaver -> select the one you want and check the box for 'Require Password to stop screen saver'.
HTH,
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