XP introduces the option to have a password hint, which is useful in a workgroup (this option isn't available in a domain). To set a password hint, perform the following steps:
Start the User Accounts Control Panel applet (Start, Control Panel, User Accounts).
Select the account for which you want to add a password hint.
Click Change the password.
Enter your password in the two locations; in the bottom area, type your password hint.
Click Change Password.
These hints are stored in the registry under the HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Hints\[user name]\(Default) key, and you can change them there as well.
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