Require a password every time for private share

I would like to have my private share ask for a login password EVERY time I want to access it, even on my own computer.  Is this an option?  It does ask for a username and password to map the drive, but it didn’t require it to create a shortcut or to open the share.

Thanks for any help.

I believe that Windows will only do that if you DISCONNECT every time you’re done with it.