Eddy Bones

You'll need to use a server-side language for that one. PHP or ASP or some other. You would make a form, and that form's action would lead to a page that validates what was inputed into the form (username and password, most likely). If the validation was successful a cookie would be sent and the user would be able to go on to the protected page. You'll have to look into how that works with whatever language you may chose.

Another option is to find out if your host allows you to make password protected directories. That may work just as well.