Admin.cgi tells me that I should protect my admin directory...

How can I get a password for my access to admin.cgi? Can I do it by myself, modifying any cgi ...or with permissions...or it is a regular password?

I can give permissions from a control panel (win NT) but I can not find the difference between admin, account, everyone and so on...I mean, I can only set write, read, execute...without specifying to whom..does it make sense to you?

Thanks
Francisco
Spain