So I've downloaded the trial of Website Access Manager to see if this will do what I want it to, it seems to work OK with me successfully being able to password protect a page of my site.

When asking for the username/password, the pop-up box (in IE) gives a warning that 'Your user name and password will be sent using basic authentication on a connection that isn't secure'.

I imagine that this might 'spook' a cerain number of clients when they are logging-in! Can this message be changed or is there any work around this (perhaps being able to log-in via the site before ging to the password protected page)?

You can fix that but installing an SSL certificate and then using HTTPS instead of HTTP.