The problem is that when:
* you use xfwm4, and
* you have compositing enabled, and possibly
* you have "display fullscreen overlays directly" enabled,
then the gnome-screensaver doesn't blank your screen when locking,
so anybody can see the screen -- which may contain sensitive information.
May be a gnome-screensaver bug or an xfwm4 bug
See http://bugzilla.xfce.org/show_bug.cgi?id=3648 and http://bugzilla.xfce.org/show_bug.cgi?id=2476
Actually the behavior described here is actually a bug (reproducible at will) that is fixed in SVN, but the patch is somehow not trivial and I am not sure if this is to be backported to the stable branch, probably yes, but with a lot of care.
hmhm it seems that the patch against this bug (taken from r26691) breaks OpenArena. You can see more details there http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=483070
But how up-to-date is your fix? There've been more fixes since that particular revision: