Initial log on security

From: Marlene (mdkpk@aol.com)
Date: 03/29/03 

From: "Marlene" <mdkpk@aol.com>
Date: Sat, 29 Mar 2003 07:29:09 -0800

I have never entered a password when the intial log on
screen comes up and I want to do it now, but don't know
how. Once this is done is it still possible for others to
get onto my computer?