Use ACPI to lock your're screen when closing the lid

• Get radeontool and install it
• Create the file /etc/acpi/events/lid.sh

  event=button[ /]lid
  action=/etc/acpi/lid.sh
                  

• Create /etc/acpi/lid.sh

  [an error occurred while processing this directive]
                  

• Restart acpid daemon (/etc/init.d/acpid restart)