Just create a .htaccess that looks like this:
AuthUserFile /full/path/to/.htpasswd
AuthName "Please Log In"
AuthType Basic
and upload it to the folder you want to secure.
Then create a .htpasswd file. in that file you need to define your username and encrypted password. It should look something like:
username:Encryptedpassword
You can create this encrypted password on this page:
http://www.xcite.net/resources/index.html (FTP based .htpasswd Line Generator)
then upload the .htpasswd file to the location you specified in your .htaccess file mentioned earlier.
I hope this makes a little sense?