You can set a BIOS Password and you have to enter that before windows will
even start.
I think a BIOS password is the weakest possible level of security.
It's good enough to stop a casual passer-by from booting the system,
but useless against anyone who really wants to get in.
Opening the case, and removing the battery for a few minutes (or
setting the appropriate jumper) is trivially easy and takes just a few
minutes.
Besides, many BIOS passwords *can* be bypassed without opening the
case, since there are often backdoor passwords available. There is
also software available to find a BIOS password.
A BIOS password is a good resource against a casual intruder, but if
for example, you want something to keep a thief who has stolen your
computer from being able to access your confidential data, it's
useless.