One of the easiest ways to put up password protected areas on your website is to password protect the folder in cPanel > Password Protect Directories (this applies to accounts using cPanel (Basic, Business, Reseller)).  This way, you can password protect folders on your website with no additional coding.

If you would like to setup a scripted login, where you can place a login area on your page, you can create a script for this in PHP.  Here is a link to more information on coding a login section in PHP on your account:

http://www.evolt.org/article/Creating_a_Login_Script_with_PHP_4/17/19661/

Hope this helps.