You have to proceed with the .htaccess and .htpasswd files.
Only the .htaccess file is different, for the creation of the .htpasswd go to the question regarding directory protection.
Here is an example of .htaccess limiting access to a page named gestion_admin
AuthUserFile /home/monlogin/public_html/protege/.htpasswd
AuthGroupFile /dev/null
AuthName "Zone Accès Limité"
AuthType Basic
<Files ~ "gestion_admin">>
require valid-user
</Files>>