How to enable a login password at startup

Yes, you can get to your files if someone can boot from CD/DVD/USB. The best option here is a BIOS password, if you're really worried someone might get to it. You can put a password on your account as well but if someone is determined enough to get past the BIOS password, odds are they will get past your account password which is even easier to bypass. If you're worried they'll get past the BIOS password and still be able to access your drive, then there is the option of encrypting the whole drive with PGPcrypt or whatever other encryption software you like.

Orbital Shark: This would include files created through the act of downloading?