It's not built into wordpress - only posts which makes is a little extra work. And the Wordpress Forums on this topic are closed. I suppose there are hacks... but what a long way around and what do you do when you upgrade? Many feature upgrades still needed in Wordpress including Category/Page/Post Ordering. Date Toggle on and Off. Built in "Sticky" etc. Who knows what will happen with time. I use a lot of plug ins, but it would be so much better if most of these requested features would be built into the core.
yea... for all things that you have mentioned, i have a plugin for. Hopefully in time someone will at least make something for password protecting categories.
The "Sticky" feature was added in 2.7, in the write post screen on the right in the Publish module click Edit next to Visibility, and choose to make the post sticky.