is a fairly complex procedure to set up, and involves running scripts on a Unix server. To be honest I wouldn't recommend that you get involved in that unless you want robust security.
A far easier method is to use a Java or Flash-based password program which is easy to set up and administrate. This won't be as secure as the other method, but it will take a person with considerable knowledge and determination to break in. My view, for ordinary sites, is that if they want to get in that much good luck to them - you are hardly likely to have top secret data on a club web site.
Take a look at an excellent little program called Coffee Cup Password wizard 4.0 from
click here (click on the 'Downloads' tab)
I've used it on dozens of clients' sites, and it hasn't given a minute's trouble. It's a piece of cake to set up and maintain.