Thanks for pointing me in the direction of this...
I've got so far and now come to a halt...
I have created .htaccess and .htpasswd files and uploaded these in the directory to be protected.
When visiting the web address a pop up box appears asking for username and password.
Once filling this out with the information I have set, I get a page that says this...
Internal Server Error
The server encountered an internal error or misconfiguration and was unable to complete your request.
Please contact the server administrator, firstname.lastname@example.org and inform them of the time the error occurred, and anything you might have done that may have caused the error.
More information about this error may be available in the server error log.
Additionally, a 404 Not Found error was encountered while trying to use an ErrorDocument to handle the request.
Any idea on what this could be?