I am having problems setting the password. I can enable it but am not prompted to create a password when I do. Do I need to save the changes first or is there a separate section for enabling and creating?

Do I need to do that via the wizard or does Blackberry have a default? I did look at the user's guide and did not find it helpful.

Welcome to the forums. You would want to go into Options > Security options > general settings press the menu key and select change password. If there is no password on the device you will have to create one. once you enter it, you will have to verify that password by typing it again.

also saving the changes will prompt for the password

I do not get the change password option when I press the menu button

When you hit enabled and then hit the button to go back, you then save and then you get the prompt for the new password. I just did not like the idea of trying to save this without knowing for sure that that screen would pop up. I would think you could do the password first and then enable the lock. Thanks for the help.