A more "sure" way to make it happen is to turn on Keychain Status in your menu bar.
/Applications/Utilities/Keychain Access.app -> Preferences -> Show Status in Menu Bar.
Took me a little getting used to, but it's my preferred method of screen locking now.
EDIT: Silly me, I just assumed that everyone used the screen saver lock to protect their Macs.
The screensaver setting is housed in ~/Library/Preferences/com.apple.dock.plist, a shotgun method would be to nuke that .plist and re-config. Of course, then your whole Dock is nuked, which sucks.
The primary keys in the .plist that are effected by making changes are: wvous-bl-corner, wvous-bl-modifier, wvous-br-corner, and wvous-br-modifier. If your Dock is funked, a simple logout and login may fix the problem.
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