I don't have Gnome up ATM, so I can't search for the hotkey options and such, but first things first, by default gnome handles the lock controls through the screensaver and logout options. Hence, to get to a lock screen, it should be an option in the logout menu.
If for some reason it isn't available, make sure it isn't disabled: http://library.gnome.org/admin/syste...manual.html.en
work backwards in section 10.2.1
If you would like quick access to a lock screen function once you make sure it's available, you can use this procedure to add one to the panel: http://library.gnome.org/users/user-...screen.html.en
There are ways to implement hotkeys, just as you had in KDE and trickykid has available in gnome. If the functionality shows to be enabled, shout back and I'll see if I can help finding out why the hotkey isn't available, if someone doesn't beat me to it.