If you want to secure some applications with user ID and password, and some without, you must set your system-wide CONNAUTH setting to have CHCKCLNT(OPTIONAL or REQDADM) and then upgrade it to CHCKCLNT(REQUIRED) on the specific CHLAUTH rules that apply to the applications that can use it.
There are a collection of links about CHLAUTH and security here that may be helpful to you.
Please feel free to ask any more specific questions you have though. I don't know how much detail you want?