Here's how I read your question:

You've got files in a directory protected by .htaccess

You can access them 'cause you know the username/password

Others who don't know the username/password can't

If the above is true, that's 401 error, I believe.
If I'm correct, then you can add a line to your .htaccess file:

ErrorDocument 401 /401.html

and place a file named 401.html in that directory that
includes the message you'd like your not-allowed person
to see.

CH from NE PA