Yes,
My Screen Recorder Pro can create a password protected video.
Here are the steps:
1. Create all your screen recordings
2. From tool bar click on "Video Executable"
![UserPostedImage](https://www.deskshare.com/help/msrpro/Toolbar_VideoExecutable.png)
3. Now Add Your files
![UserPostedImage](https://www.deskshare.com/help/msrpro/ExeAddFiles.png)
4. On Clicking Next you will see this dialog
![UserPostedImage](https://www.deskshare.com/help/msrpro/ExePasswordAndPlayback.png)
5. Check the box "Require password for viewing"
6. Enter the password of your choice with at least 4 characters
7. Click the Next button 3 times
8. Video.exe file will be created and will require a password to open it.