By default Windows doesn't require a valid user name and password combination for a user to create and use a local Windows machine and so any unknown user can use your PC when you are absence. This option enables you to lock your computer with a password under multiuser environment. If you set up this restriction then a user will not be able to access to your computer by pressing the "Cancel" button while logging in. Set up the rest "Boot" options to lock your computer more safely. This option affects all users of the computer at once. You need to reboot the computer for this restriction to come into force. Read carefully How to lock your computer with a password to avoid dangerous situations such as locking out yourself.