I wanted to do the same thing myself. I found a post on another forum and below is what it said.
Download and install Autohotkey from here: http://www.autohotkey.com/download/
Download a small utility called nircmd from here: http://www.nirsoft.net/utils/nircmd.html
Write this script:
Settimer, Idle, 100
if A_TimeIdlePhysical > <enter your screensaver trigger time in miliseconds>
Run <path to nircmd>\nircmd.exe cmdwait 1000 monitor off
Use the above script.
Don't forget to remove the < and > while inputting time and path to nircmd.
Download a small utility called MonitorES from here: http://code.google.com/p/monitores/
I will turn off display and pause the music when you lock the PC.
The only problem is that you will need to lock your PC manually.
If you are a coder, you can develop your own utility to achieve this task.
Refer these links:http://www.codeproject.com/Articles/12794/Complete-Guide-on-How-To-Turn-A-Monitor-On-Off-Stahttp://social.msdn.microsoft.com/Forums/en/winforms/thread/ed5d17c3-ec6a-44e0-ad76-a672f403d8cd