To whole directory
<Location /yourdirectory>
Order deny,allow
AuthType basic
AuthName "Enter password for access"
AuthUserFile /yourpasswordfile
require valid-user
</Location>
To specific files
<Files /yourdirectory/secretfiles.*>
Order deny,allow
AuthType basic
AuthName "Enter password for access"
AuthUserFile /yourpasswordfile
require valid-user
</Files>