How to set up a server

Alrighty... Since you're using a Windows server, and you're using
Dreamweaver, you're in good shape.

Take a look at the section in the Dreamweaver Help file entitled "Building
pages that restrict access to your site." Easiest way to get there is to go
to the Index tab in your help browser and type the word "restrict". Seletc
the "restricting site access" link. Then follow the links as appropriate.
It tells you how to configure the whole thing using Dreamweaver functions.

Best regards,
Chris