Closed network on Mac

[jackinov]

How do I change my network so a password is required before connecting?

[markuswarren]

What OS version are you running? What network are you talking about, wireless? Or are you talking about putting your Mac on a network via the ethernet cable.
If so then firstly, unless you go into System Preferences -> Sharing (I'm going to presume you're running Mac OS X) and enable "File Sharing" you're computer won't be sharing any files so if you put it on the network no-one will be able to connect to it. If File Sharing is enabled then the account details needed to connect to the Mac will come from accounts as listed in System Preferences -> Accounts. If you have not set a password for your account then simply click on your account in the Accounts pref pane and click the "Change Password" option to set a password. If you already have a password set then unless someone knows this, you don't need to change it.