You don't say what OS you are running. Are you running Windows 98, Windows 95, Windows Millennium or some other OS that does not require a password? If you are using Windows NT, XP, 2000 and 2003 they do require a password unless someone has set them to autologon. To remove autologon set the autoadminlogon value to 1 at the location HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Winlogon
Setting a BIOS password requires that you enter the BIOS setup program. This is usually done by clicking some key before the operating system boots. Perhaps you have seen the message "press F2 to enter setup" appear on your screen. Once you have entered setup there is usually a property page or section where you can set the password. The location is dependent on the BIOS used for the computer. There should be instructions in the documentation that came with your computer. If not, visit the BIOS web site.
You should realize, however, that there are many ways around this including BIOS password crackers, known backdoors and so forth. This site provides site links for major bios manufactures: http://www.pwcrack.com/bios.shtml. More information on bypassing BIOS password is at: http://labmice.techtarget.com/articles/BIOS_hack.htm.
To encrypt files before placing them on a CD-ROM requires some encryption software or Windows XP, 2000 or 2003. You can use EFS to do so and then transfer the files. However, whatever encryption software you use please read up on how to protect the password, or keys that protect the encryption. If you lose them you will not be able to access your files.
This was first published in March 2004