Oh I used to have a blast with this at help desk. Couple ideas:
When he leaves his computer, go on it, take a screenshot without touching any of his stuff, minimize it all, hide the task bar, open paint, paste it, and set it as his desktop and close paint.
Or on similar note, write a batch file, something like a system error. Either make one up or mimick a "dll missing" error. Add a bunch of "pause" that redirects to equivalent of /dev/null (I forget how to do this in windows, been a while). Then run it full screen. I used to put something subtle like "Total system failure. You must reinstall Windows". It's funny to watch someone just staring at that screen all confused, because it's not a common error. Of course just ctrl+c will kill it, or if they try to reboot they realize it was a prank but at that point it's too late, their stuff is shutting down.
Hold windows key and E for as long as you can, when he steps away. This kinda kills the whole machine to the point it probably has to be rebooted though, so that's kinda mean. Basically it just opens a bazzilion explorer windows to the point of eating all the ram and cpu resources. That was a classic in college, just reach over to class mate's keyboard and try to hold it while he tries to force your hand away. This used to get violent. lol.
My favourite: Write a program that will randomly eject the CDROM drive, maybe something like at an interval of 1 to 6 hours. It will sometimes do it like 3-4 times in a day, some days it might only do it like once. It's going to be so seldom and sporadic that it will be hard to detect. Name the program svchost.exe and put it in system startup. Optionally, this program can also randomly make the PC speaker beep at a random frequency for a random durration, or play a random windows sound. I did this to a coworker's laptop and it went on for YEARS. I told him when I left the department. lol
Clear tape on ethernet cable is fun too if you want immediate results. Also, unplug it slightly, so when he notices and pushes it back in he'll think the prank is over. "haha very funny you just unplugged it a little bit" and then it still does not work.
In a computer lab setting where you want to prank everyone at once, the funest thing to do is to plug the mice, keyboard, and monitors all randomly into different computers. The amount of confusion this causes is hilarious.
pskill and psexec can be a lot of fun too. pskill winlogon makes the computer do the weirdest stuff, and eventually reboot.
Random popup messages are fun too. "The remote desktop sharing session has now ended".