Rod, if you web host
or other such web admin software for you to admin you site with, there is probably an option in there to "Password Protect Directories." You make a user or users and assign passwords. Once you have done that, when someone tries to go to your site, they will be presented with a login panel before
they ever get into your Moodle site. I have included a pic of what the CPanel utility looks like.
You can also do this exact same thing manually by adding entries in your .htaccess file in your Moodle directory. But, you also have to crypt the password and store it somewhere else - I have never done it manually, so I am not sure of the exact procedures.
Hope this helps!