Publish and then visit the
page.
After you have set it up publish the site to your web host. You now
need to visit the page. Either it will prompt you for a password --
OR it will tell you it was able to configure passwords (if you
refresh it should ask for a password) OR it will tell you it was
unable to conigure passwords and you need to do it manually.
If you have to do the manual step it it is a one time operation to
configure the site for passwords. It will give you instructions on
how to proceed but they basically involve copying a path into
lockdown and then copying a file to your website. I've put together
a small screencast that shows how to do the alternate config. you
can watch it by clicking
here