Just to let you know that I tested over here and it worked just fine.

            //-- Start the session locking monitor & set the quick key to lock the application
            SessionLock.StartSessionMonitoring();
            SessionLock.SessionLockKey = Keys.F11;
            SessionLock.BeforeSessionLock += SessionLock_BeforeSessionLock;
            SessionLock.AfterSessionLock += SessionLock_AfterSessionLock;