There are two methods of password protecting folders in your website.
The first, is to use the Directories option in the siteadmin control panel, for more details on using this tool, please see the related link below.
This will only let you password protect folders in your httpdocs folder.
To password protect a folder in cgi-bin, or on a subdomain or web_user, you will need to use an .htaccess and .htpasswd file to protect the folder.
We have a script available that will generate the text that needs to be placed in the files for you, all you then need to do, is copy the text into notepad, save the file and upload them to your website.
The script is available here http://scripts.34sp.com/