>>>I tried, but I didn't find a way to set a password. It says, on resume, password protect, bu where do I set it.
>>
>>What windows version are you running?
>
>Windows XP. The password screen saver appeared, I had no idea, which password to type, but luckily it closes by ESC.

It would be the password used to login into Windows and it cannot be changed for Screen Saver.