The solution posted by gagandeep is true. You may try this.
Also there is alnernate process to protect your sheet with password.
1) From the file menu, choose Save As option.
2) in the Save As dislog box, popup the tools option and select General Option from it.
3) From Save option dialog box, provide a password in "Password to Open" and in "Password to Modify" box.
4) then Click on Ok button, You have to ask to reenter your password, do it 2 times.
Your whole workbook is now password protected.