Hmm... Your run of the mill free sites don't make it easy to password protect things. Obviously you can do it with PHP and MySQL (like we do here) and there are many other ways to do it much more securely. If you can get .htaccess access to your site, you'd add a directory that requres some username/password and that's that. If you do get that far, though, you'll wanna pick a password that's hard to guess. In any event, I wouldn't store much in the way of "secure" information on a site like that. It's generally too easy to hack them.
If you don't have that kind of access, see if you have CGI access. If so, you can get "psudo-secure (RTM)" with your data by simply requiring a certain token to be set via a login procedure on the site. It's a little tricky, but I think it would be easier for a beginning HTML programmer than, say, learning asp.net roles.