There are several places you can put a password - in your BIOS and in
your operating system. In the BIOS, if you are going to set passwords
you should set one for the system and one for Setup so you need to have
a password to enter the Setup; otherwise someone with the system
password could enter the Setup and change it.

Getting into the BIOS is different for different motherboards. See:

Accessing the BIOS
http://michaelstevenstech.com/bios_manufacturer.htm
http://www.uktsupport.co.uk/reference/biosp.htm
http://www.computerhope.com/issues/ch000235.htm

To set a Windows password, go to the User Accounts and set the password
for your account there. It will be useful for you to type "setting user
passwords" or the like into XP's Help & Support for more details if you
need them.

Malke