How can I set up a login area for my website?

I have setup a windows computer to run with apache my sql php and myphpadmin and everything works fine, I can access my website from anywhere but I have a question, how can I setup so that only certain people who have a user name and password to be able to access the files from my server, I am currently providing videos trough my website but at the moment no login is required to view the video, I will also soon offer images and sounds and more other files but I don't want to make them visible to anyone and only to those people who have a login user name and password. Thanks a lot for anyone who is helping me out.