need explanation for Application Role in MSSQL

[erickwidya]

Prohibits users from connecting to an instance of SQL Server using an application such as SQL Query Analyzer and executing a poorly written query, which can negatively affect the performance of the whole server.
When the application runs, it provides the password to activate the application role by using sp_setapprole, and gains the permissions to access the Products and Orders tables
how to provide the Password???

and is it use in real app? if not what other security method that need to provided?

thanks..