Yes I got the answer for my question.
When I want to use the foreground windows in my script and lock the session, there will not be any foreground windows because the display will be in inactive state.
so instead of
SetForegroundWindow($_);
SendKeys("Password01");
I used WMSetText(HWND,Text); function to interact with my window controls.. and its working now... :)
Thanks for all the replies on this post :)

I tried to execute the bellow perl script and locked the user session...

$n=15;
while($n>0)
{
  print "$n,";
  $n--;
  sleep(1);
}
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C:\Pradeep>perl test.pl
15,14,13,12,11,10,9,8,7,6,5,4,3,2,1,
C:\Pradeep>
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use Win32::GuiTest qw(FindWindowLike GetWindowText SetForegroundWindow
+ SendKeys);
system('"start %windir%\system32\mstsc.exe"');    
$Win32::GuiTest::debug = 0;    
$max_Sleep_time=3;
$Cur_Sleep_time=0;
do
{
  sleep(1);    
  @windows = FindWindowLike(0, "Remote Desktop Connection");
 $number_of_windows_opend = scalar(@windows);        
  $Cur_Sleep_time++;
}while ($number_of_windows_opend==0&&$Cur_Sleep_time!=$max_Sleep_time)
+;
for (@windows) {
  SetForegroundWindow($_);         
  SendKeys("server_name");    
  SendKeys("{ENTER}"); 
  sleep(10);
  @windows_seq = FindWindowLike(0, "Windows Security");
     for (@windows_seq)    {
      SetForegroundWindow($_);
          SendKeys("Password01");
          SendKeys("{ENTER}");
    }
@windows={};
exit;
  }
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See Re^4: How to continue the execution of a perl script if the user session gets locked while running it. (hwnd) and stop relying on stuff being in the foreground -- when you lock a workstation there is nothing in the foreground (screensaver and logindialog don't count)

The autoit community seems like a place dedicated to all things win32 automation -- a good place to visit for win32 information :)

You need to remove the concept of "active window" and "foreground window" from your script. Once your remove those 2, and send the "keys" to the *background*ed window, it will work. http://forums.codeguru.com/showthread.php?313632-quot-Sendkeys-quot-problem-while-computer-locked . Notice SendKeys doesn't ask for a HWND. You need something that takes a HWND or object equivalent. SendKeys is a wrapper for http://msdn.microsoft.com/en-us/library/windows/desktop/ms646304%28v=vs.85%29.aspx. If the lock screen is the foreground window, where do you think your key presses will go assuming they aren't blocked for security reasons?

Here is hwndSendKeys , its close, but its broken (and i'm bored with it)

sub hwndSendKeys {
    my ( $hwnd, $keys, $delay) = @_;
    $delay = 25 unless defined $delay;
    $delay /= 1000;
    my @k = Win32::GuiTest::parse_keys($keys);
    for ( my $i = 0; $i < @k; $i+=2) {
        if ( defined $k[$i]) {
            Win32::GuiTest::DbgShow("SendRawKey(@k[$i,$i+1])\n");
#~             Win32::GuiTest::SendRawKey( @k[$i,$i+1]);
               my( $key, $updown ) = @k[ $i, $i+1 ] ;
               my $wmupdown = WM_KEYDOWN();
               $wmupdown = WM_KEYUP() if $updown == 2;
               Win32::GuiTest::PostMessage( $hwnd, $wmupdown, $key , 0
+ );
            select(undef,undef,undef,$delay); ## deprecated
            $i+=2; ### SUPER BROKEN otherwise DOUBLING bug
        } else {
            $k[$i+1]-> ();
        }
    }
}
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