How to enable sudo password?

I just installed Ubuntu 12.04 on a virtual machine in the Windows Azure Cluster.

By default sudo is not requiring a password.

I would like to force a password on all sudo commands.

How do I go about making this change?

Here is the content of the visudo:

#
# This file MUST be edited with the 'visudo' command as root.
#
# Please consider adding local content in /etc/sudoers.d/ instead of
# directly modifying this file.
#
# See the man page for details on how to write a sudoers file.
#
Defaults env_reset
Defaults secure_path="/usr/local/sbin:/usr/local/bin:/usr/sbin:/usr/bin:/sbin:/bin"
Defaults timestamp_timeout=0

# Host alias specification

# User alias specification

# Cmnd alias specification

# User privilege specification
root ALL=(ALL:ALL) ALL

# Members of the admin group may gain root privileges
%admin ALL=(ALL) ALL

# Allow members of group sudo to execute any command
%sudo ALL=(ALL:ALL) ALL

# See sudoers(5) for more information on "#include" directives:

#includedir /etc/sudoers.d

I was confused at first. Later I found the configuration in /etc/sudoers.d/90-cloud-init-users.

# Created by cloud-init v. 0.7.5 on Tue, 16 Sep 2014 14:34:31 +0000

# User rules for azureuser
azureuser ALL=(ALL) NOPASSWD:ALL

Comment the last line will solve your problem.