Password prompt before OS is boot

My Macbook previous OS is Mavericks,one day, i use find my iphone to lock my macbook and the Computer started to prompt me enter password(not the lock my mac Firmware password, i removed it right after the first Firmware password prompt) before the OS start to boot(It's like asking for password on BIOS if it were a PC).Then i upgraded to Yosemite and it's no longer ask me for password before system start booting up. The question is how i can get back the old password prompt, or is it just me confusing that the password is prompt before system start.