Securing a website....

I would like to secure a website so that visitors may only access it through a login protocol.
My current website is hosted by GoDaddy but I have been told by them that they do not support any type of security management tools (like Monster Controls) at the server level.
Does anyone know of a good and inexpensive hosting service that does?
Is this the best way to assure my new site is only accessible by a handful of pre-selected people?
Thank you. JP

 

 

 

 

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