how do i save file with password?

[SAM NASA]

i want to save my messages from my hotmail inbox and put it in a file
protected with a password on my computer.i tried to save them by this
method(i select save as from my FILE ,i saw a dialog message but i didt found
GENERAL OPTIONS in the Save As dialog box,SO WHAT MUST I DO TO PROTECT MY
FILES WITH PASSWORD?

 

[Bob I]

Save them as a Word document. That option is available as part of Save
As in Word.