Normally when you setup your Mac for the first time, you will be asked to create an account with a password.
But as it is default to "automatically login", the Mac boots,and your workspace is loaded.
To get a login window to force the user to enter a name and password:
- Goto the System Preferences (goto blue Apple menu, select "Syetem Preferences..."
- Click on "Accounts"
- Click the lock to make changes (your password will be asked)
- Click on "Login Options"
- Disable "Automatically log in as:"
- <optional> Change the way the login window appears.
To make it obligatory to type a password after waking from sleep or screensaver:
- Goto the System Preferences (goto blue Apple menu, select "Syetem Preferences..."
- Click on "Security"
- Enable "Require password to make this computer...(etc)"
EDIT: I am a bit late... you lot are fast too!