Hello Helot, welcome to TechTalk!
What you're describing is the password function embedded in the computer's BIOS. Although makes and versions of BIOSes vary, every PC has one, and they almost invariably have a password-protection option.
To enable the password protection you need to enter the BIOS setup program. This is done by pressing a certain key as the computer boots up (but
before Windows starts booting). The exact key you need to press varies between BIOSes, but DEL, F1, and F2 are three very comon ones. Watch your screen when the computer starts to boot; many BIOSes will display a "Press
some key to enter setup" message, and if you press the specified key at that point you'll be put into the BIOS seup program. From there it isn't very difficult to find and set the security/password options.
As long as the password you specify isn't easily guessed, about the only way your son could get into your computer after you set the BIOS password is to physically open the computer's case and clear the BIOS settings by removing the BIOS back-up battery or by using the BIOS-reset jumpers on the motherboard.
Repost if you have any more questions on this and we'll get you sorted.