the power on password prompt can be enabled or disabled via the BIOS. to access it off of your average HP laptop press F9 or F2 on your keyboard a few times over immediately after switching the laptop on.
If performed correctly, your systems BIOS will be show. The setting can be toggled on or off via the security tab.
Be sure to save your settings prior to exiting the setup. If this does not work, please provide details as to whether or not when it prompts for a password to be entered... simply pressing the 'enter' key, does this bypass the screen and begin to load the operating system or does is come back with an authentication failure error message of some kind.