Pre windows 8, all windows passwords are very easy to get past to the point where I say they are almost not worth having except to prevent other people in the household getting access. Windows 8/8.1 machines can be set up with either Local accounts or Microsoft accounts. Local account passwords are still easy to "break", those set up with Microsoft accounts are much much harder.
The safest way to stop access without the drive being removed is to use a bios password (IMO).
With protecting data on a removed drive, there are many software programs to choose from. Just be sure to read reviews before you decide which suit your needs best.
Folder Lock is one of the higher rated paid packages.
TrueCrypt is one of the most popular free ones.