Chris Hanscom, aka Veign, a Microsoft MVP and frequent contributor to the Microsoft Expression Web Group, recently posted some links to further information about using the .htaccess file to customize some web site functions, like setting password protected areas or generating custom error (404) pages
If you are on a Linux server then you can use an htaccess file.
htaccess Generator: http://cooletips.de/htaccess/
.HTACCESS files useful tips and tricks: http://www.garnetchaney.com/htaccess_tips_and_tricks.shtml
Using the .htaccess File: http://www.wise-women.org/tutorials/htaccess/
Even more fun with htaccess: