If the admin port is zero, you should select a definite value for it, since you are about to use the administration server to restart itself and this requires a port to be chosen (as described here).
Once this is done, select the Save button at the bottom of the form, then select Restart administration server with new changes now on the next page.
Now your administration server is password protected. The next time you access it, you will be prompted for the userid/password you selected earlier.