I have my headless home server to boot without having to enter a password. But to increase security, I have set it up to lock the screen on boot.
I'm running a Ubuntu 11.1 with xfce desktop
* navigate to Applications->Settings->Settings Manager then click on Screensaver.
* set up your preferred screensaver, and tick the setting to lock the screen after 0 minutes after the screensaver activates. Then exit the window.
* Navigate to Session & Startup. Add to Application autostart. Type what you want for description, and add the command
xscreensaver -nosplash (this will start the screensaver program xscreensaver)
and another application autostart command
This will lock the screensaver on boot. Just type in your password to unlock.