you will need an application that encrypts files... unless your document editor supports passwords... although i' would look into something called PGP http://www.pgp.com/
or, my personal fav GNUpg (a free/open version of PGP) http://www.gnupg.org/
What kind of documents? Word has a built in password program.. not the best but it works.. or you can compress it in a folder and put a password on that ... be a little more specific on what you want...