as for the login, thats easy look up information on .htaccess login - that is if you are using a linux server. I am not sure about windows hosting as I have never even bothered with it but I am sure it is something with protected directories.
As for your second question it depends on how you set it up. I know I was considering this at one point and I just decided it would be easier to just have the images in a down loadable zip file. otherwise you will have to setup some sort of review and selection form. But I know w/ 90% of the photographers they don't want to give the digital copy of the image away.