Easiest way is to get your hosting provider or server master to set up a
..htaccess file in the folder you want to password protect. It depends on the
server i.e. if it is Unix or not. If its windows I think you just add
protection to the folder and assign a user to the folder, with a username and
password...
there's a solution at www.bravenet.com
has a tonne of useful utilities (guestbooks, forums, email forms and
password protector kind of features (all remote hosted) and of course the
free version(s) contain a multitude of adverts, but they can be removed if
you upgrade to the pay-for service.