Enter your BIOS and take a look at the options it offers. Setting a password is easy, you'll find it. The startup sequence is in the standard CMOS setup I think. Don't change anything unless you're sure what you are doing.
You can enter you BIOS by pressing "DEL" On some computers its "F9, F10, F11, F12"
TheMajorMMX - Intel P200 MMX @ 225Mhz - V-Tech (PcPartner) Baby-AT mb w/ Intel Triton TX chipset - Nvidia Riva TNT2 M64 w/ 16MB - 256MB M-Tec SDRAM - Still running.....