By default with Ubuntu the user can use grub to login with root privileges WITHOUT a password, which I don't feel comfortable with. This is how I password protected grub to prevent changing the boot process:

grub  
grub> md5crypt  

Password: YOUR_PASSWORD  
Encrypted: abcdef  

grub> quit  

Now copy the encrypted string into the start of the grub file:

sudo vim /boot/grub/menu.lst  
password --md5 abcdef  
lock  

After saving change the permissions to prevent other uses viewing the file:

sudo chmod 600 /boot/grub/menu.lst