NOTE: Tested and Tried with Firefox 3.0.14 on Ubuntu 9.04
Answer:
Open Firefox
Click on Edit->Preferences (In Windows this will be under Tools)
Click on the Security Tab
Underneath Passwords there should be an option ’ Use a master password ’ tick the checkbox next to it
A screen will pop-up where you need to enter you’re **password
**
Enter you’re password and click on OK
Now everytime Firefox is started you will need to enter you’re password in order to use Firefox