I tried it out, and it redirect me to your password protected folder, and came up with the login box - looks like everything is working the way you wanted it to.  If there is anything else we can assist you with though, please feel free to let us know!

Ok, I think I get what you are looking for, you want is (and correct me if I am wrong).

1.  I pay you for a product
2. You give me a link I can only access, that can't be shared, so I can download the product

Is that what you are wanting to do? 

So you want to give a customer a unique and unguessable link to the product, but you don't want them to have to enter an ID and password? An ID and password would be something from cPanel's "password protect directory" function. That's what you had there -- what other "protect with .htaccess" function are you thinking of?

I suppose you could randomly generate (from letters and numbers) a ridiculously long directory name for each customer's purchase -- say, http://yoursite.com/downloads/73gkjfpouj324r9grweoiretpiewo8uytjwsh/product.zip. From your viewpoint, it's probably less work than generating an ID and password using cPanel would be. From the customer's standpoint, it's probably more work to type in a long directory name than an ID and password, although it's not bad if you provide a clickable link in an email.

Don't forget to either disable automatic indexing (or put some sort of index.html) in the /downloads directory, so that no one can browse the directory and see all the funny long names and follow them to steal stuff.

You need to clarify whether the password is from the built-in password-protection (.htaccess and related files) or from a running program. If it's built-in, your program is apparently creating and adding to a password file just like the one that cPanel's "password protect directories" would create. I haven't tried it myself, but I think it's possible using PHP code. In that case, is it also asking for an ID or user name? I don't know if it's possible to have this system only ask for a password.

Is your system running a script that asks for just a password, once the purchaser gets to the correct directory? The link you gave me goes to some French-language site -- I don't know if there was something there that you wanted me to see, or it was just an example URL.

Is it possible that your script is creating an FTP account and the link goes to it, but the user still needs to enter a password? I'm not sure how to implement something like that (if it can even be done).