You can set up a password for the whole computer in what is called the BIOS. When the computer begins it's startup (boot) process, tap the DEL, F10 or F1 key you will see this window click here then you use the arrow keys to scroll along to the Security settings. When you have set the password tap Esc you will get asked if you want to save the settings, just type Y and enter and the password will be set. Once the password is entered remember it then this password has to be entered at boot up before the computer can be used.
This password isn't infallible, it can be got around, but this means removing little jumpers on the main mother board or removing the battery, not something that is easy to do.