you'll need two things:
1. A database of registered users, with their usernames/passwords.
2. A script, which looks at the entry on your login page, compares it to the database, authenticates the user, and takes him or her to the page(s) that are protected.
So much for the basic explanation. There are various ways to authenticate people on a website, and if your web-design experience is fairly limited you'll be better off using one of the many ready-made password-entry applets or scripts that are available.
If you can give us some idea of the number of users involved here, and how secure you need the access control to be, one of us will advise you further.