This is a simple thing, which can be handled in multiple ways and even combing them
you can (should) set a session on a successful login.
i have a login script (orginally written by gaby solomon) which was written so i could simple include login.php on pages i want password protected, and then it checks if a session exists, if it does and is valid shows page, if not shows login.
you can also set cookies but they are advised against.
have a look for session/login on php.net and google.
i can help more later i have to go out now :P
TP apprieciated 
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