Well you can do that easily IF -you- initiate the locking of the screen...
E. g. on my FC11 system, I've setup CTRL+L in KDE to call a BASH script called lock_screen.sh.
This just contains the command
Code:
xscreensaver-command lock
so it would be simple to just add something like
Code:
sudo /sbin/ifconfig eth0 down
to this file.
Maybe you can do the same? E. g. each time you lock your desktop using CTRL L, it also turns off your networking.
This will turn things off, not sure how you're gonna turn stuff on again when you break -out- of the screensaver!