1. Log into your cPanel and click on the "Password Protect Directories" link under the Security section.
2. On the next page click on the folders to navagate your directories. When you find the directory you wish to password protect click on the name iteself.
3. Check the box next to "Password protect this directory:" and then click "Save"
4. Next enter the username and password for the users you want to grant access to and then click "Add/Modify authorized user"