You can't. You can only set security on an entire web, not on parts or
individual files within it. It may be possible to create a new web and
restrict access to that, but you need to see if your host will allow you to
set permissions. You could also create a document that the document itself
requires a password to get into. Many document formats, such as Word and
PDF, can be made to require a password to open a file. Sometimes this ends
up easier than trying to get a host to set specific permissions on a file.
Hope this helps,
Mark Fitzpatrick
Microsoft MVP - FrontPage