It depends.
You could use JavaScript to ask the client for a password. Then you could redirect the client to something like:
password.html
This only works when you have an obscure password / pagename, like sdgsjd324urtsdjv.html. This solution is not considered to be secure, so use it only in very basic scenario's.
It's much better to have the Web Server or your application enforce the security. In IIS you can block specific files and folder and only allow access when your users supply the right password.
If you want to implement application security, you need a data store like a database. Dreamweaver provides server behaviors that work with a database to protect specific pages and page areas. You'll need to use a server side technology, like ASP or PHP to make this work.
Take a look at this book if you want to find out more:
Beginning Dreamwaver MX 2004.
Cheers,
Imar
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Imar Spaanjaars
Everyone is unique, except for me.