User Authentication

I want to make it to where when people want to access certain areas of my site, they need to have a valid user name and password to proceed. I also want to obviously set up a way for them to become a member so they can get access. I have looked all over for the info to do it, and all I found was confusing instructions and I wasn’t sure if it was what I was looking for. Does it matter if I am using a free server site for my web page? Or should I still be able to limit visitors access? Any help will be greatly appreciated. Thanks