If a quick google search hasn't answered this question for you already, here's some direct links to the top hits that all have excellent and comprehensive information about how to work with .htaccess files:

http://www.javascriptkit.com/howto/htaccess.shtml
http://httpd.apache.org/docs/howto/htaccess.html
http://apache-server.com/tutorials/ATusing-htaccess.html
http://www.freewebmasterhelp.com/tutorials/htaccess/

In a nutshell, .htaccess files are files that you put on your server in a particular place (where depends on your sever's configuration). The most common use of the is to password protect directories at the server level, so all files, including images, require a password to get to. When you go to a page that is inside a directory that is protected with .htaccess, your web browser pops up a username and password box.

Check the above pages for details about how to configure the .htaccess file, where to put it and how to setup its associated password and group files. Good luck!

--Julian