What I do (and there may be other ways) - I have an index file in my static folder, which directs to a download handler with the password entered by the user. In the handler module I check the passwod parameter.
Sub Handle(req As ServletRequest, resp As ServletResponse)
Dim sb As StringBuilder
sb.Initialize
If req.GetParameter("Password") <> "YYYYYYYY" Then
sb.Append("<br/><h1> Wrong Password ! </h1>")
resp.Write(sb.ToString)
Return
End If