How can I get my Macbook Pro to log off my account whenever i close it?

I just got a macbook pro and i created an account for myself which is password protected. Now whenever it is shutdown then it logs off but if i close it and open it back up its still on. On my brother's PC whenever you close it you have to put the password back in to get back into the account. I want the same for mine so that i don't have to log off whenever i'm done with my account. Can you help me? Is there anyway to do this?