It could be that your web host's admin panel allows you to password protect the folder into which you upload the galleries. This will be the easiest way.
Otherwise, I assume you have FTP access to your server? If so, you need to look into something called htaccess. Basically, you upload a small text file into the folder which requires a user name and password, and upload a second file into another folder, often in the cgi-bin folder. The text files are quite simple but unpleasantly geeky for some.
But look into the first option before going too far into htaccess.