To password protect an account on Mac OS X 10.4 (Tiger), follow these steps:

1. From the Apple menu, click System Preferences.
2. In the System Preferences window, click the Accounts icon in the fourth row. This icon is circled in white in the graphic below:

You will see the Accounts window, which looks similar to the one below:

3. If the lock icon in the lower-left hand side of the window is locked, click it to unlock it.
4. Click on the name of the account you want to add or change a password for in the left-hand column of the window.
5. Click Password on the right-hand side of the window.
6. The Accounts windows should now look similar to the one below:

7. In the Old Password field, type the old password.
8. Press TAB.
9. In the New Password field, type the new password.
10. Press TAB.
11. In the Verify field, retype the new password.
12. Press TAB.
13. In the Password Hint field, type a hint for the new password (optional). The Accounts window should now look similar to the one below:

14. Click Change Password.
15. If you want to change the password for another account, click on its name in the left-hand column and follow steps 7-14.
16. When you finish setting/changing passwords, click Login Options at the bottom of the left-hand column of the window. The Accounts window should now look similar to the one below:

17. If a check mark is present in the checkbox in front of Automatically log in as, click to remove it. The Accounts window should now look similar to the one below:

18. Click the lock to prevent further changes. The Accounts window should now look similar to the one below:

NOTE
If you want to make changes in the future, you will have to click the lock and type the Admin password to unlock the page and access these features.