Easiest way is to set up a password protected folder on your web server and put your protected page inside that.
You can do this yourself if you have cPanel or Plesk access to the web server.
Otherwise ask your host to do it for you.
Are you using a static website? If so, then one way is to put the file in its own subdirectory and then use this technique:
If you are using WP, Joomla or Drupal then they have their own ways of doing and they are much better!
How do I know if I’m using a static website? Host = godaddy, and I created it with Dreamweaver.
Manager, Communication Services
Cammack LaRhette Consulting
2 Rector St., 23rd Fl.
New York, NY 10006
Tel: (646) 839-8242
Fax: (212) 267-3832
in addition to all these good recommendations: The easiest way - in my opinion - to protect the recommended website(s) with a password is to ask your provider for this possibility. I can show you here the menu of my German host (Passwortschutz > Password protection):
Here an example of one of my websites, where I used my providers service. You can see what happens if you don't know the required details:
http://dala-laegret1963.de/AccBlocked/AccBlocked.php. There only these users who know the passwords can enter this website.
As you can see I didn't struggle to write the ".htaccess" file of myself, I used the provider's (ISP) service. The advantage is, that the two files (.htaccess and .htpasswd) are created simultaneously and systemconform. You will find this offer, I am sure, at your provider's website.
Dreamweaver has so too a very easy server-side authentication behaviors built-in... have you looked at those? (Server Behaviors --> Authenticate Users)