Or set a BIOS password...
All the best Brett
Easily gotten around to those who know where to look... (CMOS reset button on the motherboard).. Or, just pop the hard drive in another machine. lol.
But as others mentioned, the most thorough method would be to use an encryption program like bitlocker. You should indeed take note that if you forget your password, some of these encryption programs are so good, not even the FBI can break into them. (contrary to stupid TV shows that show hackers mashing on the keyboard for 5 seconds and viola!)