Settings form (on first application run)

I dont really know what to call it so I will just explain it.
I've encountered a program once. It had like a settings form, where you can set like the database path and many more, it ONLY appeared on the first run of the application. And when I tried to run it again, all the settings that I chose from 'that' form was applied on the application then I can just open again the settings form manually but it had a password that I placed on its first run also.

I hope I explained as clear as possible.

Thanks a lot, and I will really appreciate if someone could share a sample. :)