I am having a difficult time understanding K 2009 and wonder shy my program interface doesn't have the "Content Filtering" icon and I can not see a place for a password.

Do you have Kaspersky Antivirus (KAV2009) or Kaspersky Internet Security (KIS2009) ?
Because Content Filtering exists only in Kaspersky Internet Security.

I have Antivirus (KAV2009) . Okay but I should have a place for a password and I can't find that, can you give me a hint? Thank you.

You should find the password option in
Settings > Protection > Enable password protection > Settings…