For your computer to prompt you for a password when it returns from hibernation, you must select the "Prompt for password when computer goes off standby" check box on the Power Options Advanced tab:
Start the Power Options Control Panel applet (Start, Settings, Control Panel, Power Options).
Select the Advanced tab.
Check the "Prompt for password when computer goes off standby" check box.
If the above options do not provide enough security for you, download Access manager for Windows.
Access manager provides much more security than standard ways in Windows.
More articles about Security