This article will explain how to password protect directories in both Cpanel and Plesk Panel.

How to password protect directories in Cpanel

Login to your Cpanel, click on the Password Protect Directories,when you do so, a list of your directories will appear, click on the directory you want to limit access to.  In the new page, please create a username and a password for your user. Select a name that will appear in the login screen and click on the Save button to activate the protection.

How to password protect directories in Plesk Panel

I have found a flash tutorial on how to create Password Protected Directories on Plesk panel.