This article shows you how to protect your Windows Phone by setting password or change password.

Step 1: In the App list, tap Settings > Lock screen.

Step 2: Do one of the following:

– To set up a password for the first time, turn on Password, enter your new password in the New password text box, and then reenter it in the Confirm password text box.

– If your phone already has a password and you want to change it, tap Change password, and then enter your phone’s current password in the Current password text box before entering and confirming your new password.

– Tap Done to save your changes.

Tip: 

One more thing you might want to do is set a time limit for the password requirement, which will determine the amount of time before your phone locks itself. To do this, tap Require a password after, and then select the time length you want.

Via Windowsphone