I actually manually start Dropbox, sync up, and then quit once it's done transferring the changed files.
There's only a single file that might be changed from my home computer when I'm at work -- one of my KeePass password databases. Besides that, though, I remember when I've modified a file on one computer, and need to remember to sync it on another.
I'll start up Dropbox, let it sync, wait till the spinning icon disappears, and then quit. If you're on a Mac, simply NOT storing your Dropbox password in your Keychain (https://www.dropbox.com/help/203/en) might add a level of protection, so someone jumping on your computer when you step away (and forget to lock your machine) can't access it without a password.
You could also go the route of installing TrueCrypt and storing your Dropbox files within a TrueCrypt folder. Upside: password protection for everything Dropbox. Downside: a 1 GB TrueCrypt file takes a while to sync, and changing so much as a single bit requires a full 1 GB upload/download.
But yeah; you should be locking the screen anyway. Otherwise, your Facebook friends will think you're gay (if you're straight) or straight (if you're gay) once your work buddies start wall-spamming under your account.