No, there is no way to lock the settings with a password. You can however set the EnableSettings value in the registry to 0, which will disable the settings dialog. It can be done globally in the HKLM registry or per user in their HKCU registry. Look at the Administrative Settings section in the help file.
Of course if that other person is an admin, he can go to the registry and enable everything.
If by "nobody else can use a PC" you mean that you want to prevent anybody else from logging in, then just change your login password and don't tell anybody
