I would say if you’re Bios lets you add a password there to lock the whole computer that way the only way to get past the password would be to open the computer and take out the battery out. Not some thing most dads and brothers would even know how to do let along do it. (most Bios's will let you lock just the Cmos or the whole computer).

but is there any way to password protect individual documents?

Bwahahaahah.

Here's what you can do to secure stuff, and incidentally what I use.

BIOS password
Bootloader boots off a USB key (you'll need *nix to do this), so that the computer won't boot without the key
Bootloader password
Login passwords (*nix or Win NT kernels only, Win9x doesn't support user-level access control)

Right, those'll stop people booting/loging into your computer.

File system that supports user-level access control (NTFS for Windows, any of the *nix filesystems)
Encrypted file systems (again, NTFS of *nix only)

If you're stuck with Win9x, you can encrypt individual files and folders using a 3rd party utility like PGP or GPG, which'll also encrypt your email if you want.

go into BIOS and make a boot password... thats what i did when i was running Windows ME... now I have XP so i don't have to worry about it