setting password

1)i want to know in nt(server or workstation) machine to set a password so that when people accessing my computer their should
get message for user name and password.

2)iam having one movie cd ,when i play
the cd in 95/98 it is working ,but in nt it is not working ,in the nt sound driver are installed,not only this cd any movie cd is not working tell me solution ,immediate please.