Here's an example of the response and header a Web server might send to an unauthenticated user:

HTTP/1.1 401 Authorization Required
Date: Mon, 08 Sep 2003 15:04:20 GMT
Server: Apache/1.3.28 (Unix)
WWW-Authenticate: Basic realm="Ford Shared Inventory Login"
Connection: close
Content-Type: text/html; charset=iso-8859-1
[download]

I don't remember exactly how to do this, but it should just take a little experimentation. You should also consider reading up on HTTP Authentication in the HTTP 1.1 spec at http://w3.org.