Even if your computer is password protected, your password can still be reset in single user mode, or when the computer is started from a disk, much like that if your windows BIOS isn’t password protected, the password can still be reset.
To password protect single user mode, and everything else the computer can start up on (not including HDD) you will need the DVD you purchased with your operating system or computer, unless your computer runs on v10.3.9 or below, where you should simply download the software here.
The software on the disk will be located under “/Applications/Utilities/” and will be called either “Firmware password Utility” or “Open Firmware Password”
Follow the instructions on the screen, and set a password.