to secure your access file using .mdw, go to the Tools menu and click the "Security" > user-level security wizard. From there, there'll be some guidelines to help you with... just follow the instructions.
Everytime you want to open you access file to another PC, be sure you copy the exact file (i.e. personal.mdb) with the security file (e.q. personal.mdw) into the PC. After that you have to redirect your access file to the location of the .mdw file (tools>security>Security administrator> join)
You should however,read the MS faq at least to help you setup your security. If its only for a single user ust use "Set database password" also located in the "Tools>security" menu.