Password protecting a website using .htaccess – this method pretty much requires shell access, but most web hosts have a web control panel interface to do this work. It should be noted that this isn’t the most fool-proof method of protecting your data, and a configuration error can inadvertently open up your directory to the world.

An example for ICDSoft:

The option for this is called “Protect” on the Control Panel.

You can browse to a directory through this interface, and click “Protect It!” next to a specific directory.

From this interface, you can add users for the directory: