Set password for SQL Server 2008 R2 Account

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http://serverfault.com – I have just been given access to a new Windows Web Server 2008 R2 which has SQL Server 2008 R2 installed on it. When I open up SQL Server Management Studio and try to connect, it does so with Windows Authentication, however, it does not ask me for a password, and it successfully connects. I am worried that (hopefully not) someone who shouldn't be accessing the server does so, and can then easily connect to SQL Server Management Studio without even being asked for a password, and then have access to the databases. For example, someone who has stolen the Windows Web Server login details. They n (HowTos)