1. Make sure that apache is setup to use .htaccess and to allow override for user authentication
2. Create an .htpasswd file
3. Create an .htaccess file in the dir that you want to protect that looks like this
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AuthUserFile /location of htpasswd file/.htpasswd
AuthGroupFile /dev/null
AuthName EnterPassword
AuthType Basic
require user [username]
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You will then add users to the htpasswd file using this command:
htpasswd /location of htpasswd/.htpasswd [username]
Google it...there are a ton of tutorials that will go into more detail
This is for *nix, but I'm sure that the content of the htaccess file will be the same...the procedure may vary a bit