how can i password protect my files like the have on THAI GAMING (http://www.thaigaming.com/download/tgdownload.php?action=file&id=876&PHPSESSID=e2ba6dceae76eb16e1aaa466d3b3e53d) PLEASE HELP

who is your host? If you have cpanel, there is a "password protect directories" link, quick and easy.

Personally, I do not know how to password protect files.
Hi, my name's Brandon btw.
I went to http://angelic-trust.net/ and signed up for the brushes/layouts thing, and the files are password protected, but with your registration, you are sent a password.
(Anyone reading this, I will not give out my password under any circumstances, joining is easy, so just go and do it.)
Anyway, if you want, you can e-mail the webmaster, and ask how they did it.
I belive the e-mail is shiricki@allthingx.com but you may want to double check the website, as e-mail addresses change.
Hope that helps!

They probably used PHP (http://www.php.net).

You can also password protect using .htaccess if your server has Apache and allows it.