Setup Password Required

I would like to password protect access to my computer. I have read thru' the Help Files and seem only to find information on how to password protect when the pc has been or is on standby. I want password protection at startup. I have Windows '98 SE. Would appreciate clear instructions as I am not so pc savvy!
Thanks in advance.

Goto the passwords control panel and hit change windows password.

The windows password isn't very effective at protecting your comp. You may want to set the BIOS password.

Thanks for that b m. That was a quick response. Can you now tell me how to set the BIOS password.
Thanks again.