Project 2007:Missing Password Protection

I wanted to save and password protect my project in Project 2007. But I couldnt follow the steps in the book [The Missing Manual] page 115. It turns out that the reason is my lab setup for project 2007 had it saving the projects into Project Server.

The only way to show the screen below is to choose [Save Workspace] instead of [Save] or [Save as]
from the File menu: