password in XP

I just got me first XP notebook, were on a 2000 network. Question the user has all the proper setting on his notebook when he logs into our Domain. When he logs into notebook instead of the domain he does not need a password. I tried setting a password for this account when logged into the notebook only through Control panel\user accounts. But still he can just log into his notebook with no password. How do you set a password for the computer ? thanks