We have an NT 4.0 server and 15 clients running Windows98 in our office. I set up my windows password the same as the network password. When I leave my office in the afternoon, I typically just log off. But anybody can log on from my computer with a valid log on name and password thus gain full access to my local hard drive. I know I can set a screen saver password and a system bootup password so that when the screen saver comes up, nobody can log on my computer. But is there any easier way in windows settings to prevent other users from logging on to my computer?

Yes You need to implement system policy. Which you would have to save it in your netlogon and have your drive password word protected.and give the users reed only permissions.