on a Windows server you can ask your hosting company to set up user authentication. You can't do this yourself, the host must set up each user separately.
If however you have the site on a Unix server you can set up user authentication using the .htaccess method, but you'll need to check with your host that you have Perl installed on the server.
Alternatively - and this is probably the best way for controlling access to a family album - you can use a Java/Flash password utility. There's a very good one called CoffeeCup Password wizard. CoffeeCup software is famous for its quality/reliability, and the password wizard is no exception - easy to use, and works perfectly. It'll cost you around $25 but it's worth every penny (or cent).
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