How to change keyboard shortcut in XFCE

This should also work for other system shortcut.

http://ubuntuforums.org/showthread.php?t=1021725

How do I lock the screen in XFCE?

Open the settings manager > keyboard > shortcuts and you can see that the default shortcut to lock the screen is ctrl-alt-del. If you want to change it, click add on the left, type in a name for your list of shortcuts, (widen the window so you can see the whole thing) select xflock4 shortcut on the right and enter the new key combo.