Passwords in PSQL

Hello All       I am using                        \c [database] [user-name]      to connect to any database.      Any
onecan connect to any database. If any one knows user 
name, he/she connect to db. I want to provide some security that no
one can connect without providing passwords. postgres uses a function
do_coonect() for this perpose. I provide it passwords but it let me
connect to db with any passwords provided. Can any one tell me how to
set passwords for db user. and how can I implement password protection
in psql.