Since you're new to Win2k, let me tell you a bit about the differences between Win2k ("business" OS) to Win98 ("home" OS) in this area, since there are more advanced features in Win2k.
Originally posted by Murman
start > settings > control panel > users & passwords. Check off users must enter a user name & password to use this computer
*nods* and while you're there, you might want to create some user accounts and disable the Guest account. You'll probably also want a password for your Administrator account.
If you feel the need to protect your PC with passwords, then also go the whole way and take your time creating user accounts with certain restrictions while keeping the Administrator account, which means 100% control of the machine, locked up well.
Adminstrator - can do basically everything with the computer
Standard User - can do most task that one would do with one's computer, including installing/uninstalling programs without access to other users' files.
Restricted User - can work with the computer, but not install/uninstall programs or modify critical system settings. Needless to say, doesn't have access to other user's files either.
Be sure you understand the differences between groups, that will help you pick the right one and protect your computer much more than a simple password to log on could. Win2k allows you to create levels of security, for example you could make a restricted user account available to everyone, a standard user account for few people, and remain in control yourself with the administrator account.
Also, you can give users access rights to parts of the harddisk (you can allow/restrict access on every level, from a single file or folder to an entire disk per user or group of users... thanks to NTFS).
Cheers,
Ronald