Boot security

Enabling a password for booting doesn't mean that it isn't possible to boot in another way such as from a CD/DVD. 

To put a password on GRUB or GRUB2 it's necessary to edit the configuration files in /etc/grub.d and /etc/defaults/grub, NOT grub.cfg directly. Then, run update-grub, or grub2-mkconfig and save the new configuration file.