Connect the server using FTP and check .htaccess and .htpasswd file present or not. If these file preset then download it and modify as per given instructions. If no .htaccess and .htpasswd file present then you can create two text files in local desktop and rename it as .htaccess and .htpasswd and upload it with bellow rules.

Sample .htaccess file
================
AuthType Basic
AuthName “Password Required”
AuthUserFile  /WEB_PATH/Directory_to_be_protected/.htpasswd
require user username

WEB_PATH is /webcorp1/www/corpusers/a/b/abc.com/ is your domain abc.com
Directory_to_be_protected is your folder name to be protected.
admin is the user name.

Creating .htpasswd file
=================

If you have any Linux server with apache installed then you can use htpasswd command to genererate file.

To create the password file, use the htpasswd utility that came with Apache. This will be located in the bin directory of wherever you installed Apache. For example, it will probably be located at /usr/local/apache/bin/htpasswd if you installed Apache from source.

To create the file, type:

htpasswd -c /usr/local/apache/passwd/passwords username

htpasswd will ask you for the password, and then ask you to type it again to confirm it:

# htpasswd -c /usr/local/apache/passwd/passwords rbowen
New password: mypassword
Re-type new password: mypassword
Adding password for user rbowen

If do not have Linux installed then use bellow link to generate..

(a) Open the link  http://www.htaccesstools.com/htpasswd-generator/ in your bowser and  generate .htpasswd  by giving required user name and password.
(b) Upload .htpasswd file to the required folder

Sample .htpasswd file
==================
username:$apr1$1hbVM…$/conxPl0ZbKqmAkuoMvhb.

After uploading these two file, then open the URL in browser, it must ask user/pass and enter the username/password that you have used to create .htpasswd file.
You can control much more your site using htaccess. for more check your bellow links.

For More info:

http://httpd.apache.org/docs/1.3/howto/htaccess.html
http://www.htaccesstools.com/

How to change password ?

generate new .htpasswd file as per above procedure and upload it.