If your primary concern is media, via the Twonky DLNA media server, then I’m afraid DLNA doesn’t respect access controls, and the only thing you can do is not have certain media files made available to Twonky.
Your media doesn’t need to be stored in the Public share; it can be put anywhere, in Private shares, and so protected from deletion. But still served by Twonky to anyone if you enable media sharing on the Share.
If you can use another means to view video media, then your password protection will prevent access except on devices where you have entered the credentials. Kodi, for instance, can access via SMB, rather than DLNA.
This FAQ may help you set up Twonky:
Someone here was recently claiming their TV had a DLNA client that had passport control, but I’m not aware of one.
