You want the short answer or the long one ?
If your web host supports ASP then you could use any one of a number of third party scripts to perform this: click here click here click here
FrontPage should be used with care when utilising its dynamic content capabilities.
It is a tremendously powerful program, but establishing a new web to connect to your live site with a view to creating password protected content is a rattle snake's nest of potential things to go wrong.
If you have Windows XP professional you can install IIS as an optinal component which will allow you to test ASP scripts on a live web development server on your own computer.
You should never, ever edit the content live on your web space. If something goes wrong at any time or your connection drops your site can be dead in the water and sometimes requires quite a bit of reconfiguring from the server support people.