To make your whole wordpressblog password protected:

1. Look in Settings -> Privacy.
2. The last option is I would like my blog to be visible only to users I choose.
3. Check that button and click the Save Changes button.
4. And now your blog is protected from everyone.
5. You can – if you want – add up to 35 users who can access the blog.
6. A paid upgrade offers unlimited users.