Password protect a page?

[Abronsyth]

I know this is possible, just not quite sure yet how to do it...hoping some of you lovely folks might be able to help!

I've created a .php page, and I would like to pass-word protect it so that a user must enter a password before they can view the page, and if they enter the correct password then they receive an error ("Wrong password!").

Thank you in advance!