[Oops, just realized I posted this in the MATE forum. Sorry; but it seems worth leaving here as a potential note that the issue is not desktop-specific.]
I'm probably having the same issue as the OP. Hp EliteBook Folio 9470m, Linux Mint 14, Cinnamon. The screen will not lock:
1) In System Settings, Brightness and Lock, I have the screen turn off after 2 minutes, Lock "On," Lock screen after "screen turns off," and "require my password when waking from suspend" checked. But I am not required to enter a password when returning from a blanked screen or from suspend.
2) The "lock screen" icon in the menu does nothing. I.e., I click on it and nothing happens.
Any thoughts about what may be going on, or how to diagnose it?