If I do remote desktop on my system from others computer, sometimes it is not allowing me to login into my system (directly), though I have closed my remote desktop session.
I am using windows XP professional with service pack 3.
Based on the errors you gave, it sounds like your local account is not an admin but the remote account was - it locked your PC and you need admin privileges to unlock.
Bear in mind that remote desktop ALWAYS locks the remote PC with a message that says "This computer is in use and has been locked - only or an admin can unlock it". You may be getting this error if you don't disconnect your RDP session.
This the problem with the OS image which are provided in my company and it got resolved in the latest image.
Save the below contents as screensaver.reg and double click to resolve the issue.