Note: you can only protect folders (which protects all files within that folder) but cannot protect specific files.
Log in to your Control Panel and click on the FILE MANAGER button
If you see this screen, click the 'create' button:
Enter login and password to the protect file.
Use the HELP button in the bottom right of the File Manager for additional detailed information.
To create a protect file in the advanced mode (Linux plans only):
Make sure that system settings has Protect Wizard start in advanced mode.
Click the protect button in the top level menu. htaccess creation form appears.
On the Protect Wizard screen follow the instruction of the online help.
For more information, read Apache documentation about htaccess protection.