This has got to be my all-time favorite prank to pull at work. It will drive your co-workers nuts, and keep them busy for hours!
This is being entered in the April Fools contest.
If you like it, please vote for it!
It is perfectly harmless to computers, programs and data, and when done correctly, it will look like your co-worker's computer will not allow them to close any open program windows, until you let them in on the secret.
To set up this prank, you will need access to the target Windows PC. If your co-worker uses a password, you'll need to wait until they have stepped away from their desk to go to lunch, or coffee break.