You have to download an external App. Two of the most recommended are ES Security Manager and My Settings Pro.
http://slideme.org/application/es-security-manager
http://mobileplanet-waryam.blogspot....d-apk-app.html
My Settings Pro allows you to set a lock pattern that you must do before you can access the device. You can't use all the settings on the Edge because the program was designed for cellphones but, a lot of the options will work.