Without going off on one, the easiest way to password protect a directory is to use a wonderful little program called CoffeeCup Password Wizard click here
It takes all the headaches away and can easily cope with one user or many users and it is pretty secure overall.
After that you'd be getting into either .htaccess manipulation or server-side scripting to control user access - ask if you want more information, but I'd go for CoffeeCup Password Wizard if you are just starting out.
Now, FrontPage Server Extensions are the server-side partner to the FrontPage client program you may have installed on your computer. The Server Extensions provide functions to web authors through the FrontPage client program for authoring and administration as well as dynamic content to web users through the browser.
In plain Englilsh, they are small programs that perform various functions. Some allow simple mouseover effects to be visible in the browser while others process feedback forms (as well as other things).
FrontPage is unique in that it has its own built in form handler. This allows you to make a form and have its content emailed to you. Other web authoring programs require you to upload and configure a CGI, Perl or PHP/ASP script to handle form submissions, but FrontPage uses its own form handler which is a Server Extension - think of it as a form of CGI script.
Some web hosts charge extra to install the Server Extensions, and some don't. The Extensions are free and drop-dead easy to install. I offer them to my clients as standard without an additional charge and most good web hosts do not apply additional charges for them.
Hope that helps.