» You can do it this way:
- Right click on the home / icon > Properties...
- Then click on 'Manage accounts', make some users/pass and click OK.
- Then back on the 'Properties' window, and check on the users you made.
- Click OK to apply the changes, and it's done.
Now every time someone visits your site, it will ask an user and password (if some visitor doesn't have it, it will show an 'Unauthorized' message).
Your question is somewhat related to
this question. Currently, there is no 'classic' login form, like most websites have (HFS has only implemented a
basic auth pop-up).
» EDIT: I was writing my answer while Mars was answering you (his answer is the most appropriate and easy way to do it 
)
