Password question

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I had to do a hard reset of my T-Mobile PPC recently and I am in the process of putting it all back together. Anyway, in the past I had it set up where after a soft reset it asked me for a password before it would boot up. I can not find where to do that again. Under start, settings I found the password option but it only had options allowing you to make it request a password after certain increments of time. I want it to do it on boot up and I had it that way in the past so I know it can be done. Just forgot how to do it. Can you help me?

Set it to request a password after 0 minutes.

Well that sort of works. It does indeed bring up the password after a restart BUT everytime the screen goes black and you turn it back on it asks for the password again. The way I had it set up in the past was it only did this after a restart. Since I had it that way before I know it's possible but how I did it I have no idea and that is why I am asking for help.