I the admin there is an icon called directories...
Hi
You just lock in as administrator or a domain user and click on the icon Directories (in the Hosting sektion).
Here you write the name of the directorie to be password proceted... and just after that you add a new user in the protected directorie...
That's it ;-)
PS! It is the same way you protect the webstat folder, so that other people cann't see the webstats. Just create a protected directorie called webstat