To set password for MS Access db: http://www.databasedev.co.uk/database_password.html

To open password protected db in VB6, include the password in the connection string:
Code:
Dim cn As ADODB.Connection
    Dim rs As ADODB.Recordset
    Set cn = New ADODB.Connection
    cn.ConnectionString = "Provider=Microsoft.Jet.OLEDB.4.0;" & _
      "Data Source= " & App.Path & "\database.mdb;Persist Security Info=False;" & _
      & "Jet OLEDB:Database Password=mypassword;"
    cn.Open
    Set rs = New ADODB.Recordset
...