Why not go to "Control Panel/User Accounts" select the account(s) you want to secure and click on "Create a password". You can create a single password which you can use for each account or a different one for each.
The only password alternative I can think of is to create a password in BIOS click here. However, these can be broken by simply removing/refitting the CMOS battery.
Another way of securing your PC is to remove the HDD and lock it away safely.