You need PHP for that. You would use an htpassword and an htaccess file. You should contact your host for information on handling htpassword files.
But essentially you would place the protected portions of your site in a directory with an htaccess file, and direct to a document in that folder from hour main page. Once you try to access the protected portion, a login window will automatically pop up on screen requiring a login and password.
Make sure your htpassword file is place outside of your web accessible directory so people cannot open it and get your login information.
Here is some info on htaccess
http://rafeekphp.wordpress.com/2009/06/06/16-great-htaccess-tricks-and-hacks/