How do I set up a firmware password on a MacBook Air? I'm trying to follow the instructions for how to set up a firmware password, the problem is that they don't mention anything about Mac OS X 10.6.*, nor do they mention what to do with a MacBook Air, which doesn't come with an OS X DVD.

If I try searching for "firmware" in spotlight, it doesn't find any relevant application.
The MacBook Air should have come with a bootable USB flash drive for OS reinstalls. Use that and follow the same steps as 10.5.x.