I don’t know of any passwords that protect IE, so I’m assuming you want to set the password for IE Content Advisor. Is that correct?
1. From IE, choose the Tools menu, then select Internet Options.
2. Click on the Content tab.
3. Click Settings for Content Advisor if it is already enabled. If it isn’t, click the Enable button.
4. Click the General tab in Content Advisor.
5. Click the Set Password button.
This will protect your Content Advisor settings from being altered.
If this does not answer your question, please clarify and let use know what your goal is.