How do you secure / password lock the HTC touch smartphone?

Quoted from page 211 of the user's manual:

Protect your device with a password
You can help keep your data more secure by requiring a password every time the device is turned on.
To set a device password
1. Tap Start > Settings, and then tap All Settings.
2. On the Personal tab, tap Lock.
3. Select the Prompt if device unused for check box, then specify the idle time before the device requires a password.
4. In the Password type box, select the type of password you would like to use.
Tip If your device is configured to connect to a network, use an alphanumeric password for increased security.
5. Enter the password in both the Password and Confirm boxes.
6. Tap OK. The next time the device is turned on, you will be prompted to enter your password.