To use this solution there is only a bluetooth enabled phone and the program Proximity needed. Proximity is a little tool to check whether the bluetooth enabled mobile is in reach or not. If the state changes it executes an applescript which can do stuff like locking the screen or set the state in Adium to away. Also my iTunes is paused if I'm not longer in reach. The Technocrat wrote a really helpful article about the set up of this cool thing.
This article was written more than one year ago. The information in here might be inaccurate or outdated by now which means if this is an how-to or tutorial it might no longer work. Please remember that while reading the article.
Today I discovered a chance to get my MacBook locked when I leave it. Also this solution unlocks it again when I'm back.