You can put a password on the backup, but it's incredibly weak and won't stop someone who's determined.
The only real way to prevent backups from being restored on other servers is with SQL 2008's TDE, or a 3rd party backup tool that encrypts backups.
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability