To password protect a directory:
Click on the Password Protect icon in the Account Settings area.
Navigate to the directory that you want to protect. Select a folder by clicking on the folder name link, or open a folder by clicking on the folder icon.
Click on the check box next to the icon.
Enter the name that you want to appear in the Protected Resource Name field. This name is optional and purely for your benefit.
Click on the "Save" button.