How do you make a logg-in page for a site, like so that you have to make a username and a password to go on certain pages of a site?

Depends on what severside languages you have (eg php, cgi/perl). It's been asked on the forums lots of times, if you do a search something useful should come up. If you can't use any of those language there's always basic javascript (http://javascript.internet.com/passwords/), although it can be got around easily

What is php and perl and those things??

PHP: http://www.google.ca/search?q=define+php&sourceid=mozilla-search&start=0&start=0&ie=utf-8&oe=utf-8&client=firefox-a&rls=org.mozilla:en-GB:official
Perl: http://www.google.ca/search?hs=6lb&hl=en&client=firefox-a&rls=org.mozilla%3Aen-GB%3Aofficial&biw=1024&q=define+perl&btnG=Search&meta=
If you're hosted on a free server you most likely don't have access to either of those, so you'll have to either use the javascript thing or something like the password gate service (http://www.bravenet.com/webtools/passwd/index.php) provided by bravenet

Thank you, I actually have a Bravenet site, but I could never get the password gate to work...
It still isn't working, you can see the front page while you are logging in.