htaccess help

Hello, I need some help writing a custom .htaccess file.
Basically, I want, if possible, for the files in a certain folder to only be accessed from within my site but for those trying to access it from outside my site to have to put a password.

The main reason for this is that I would like the links to the files within the password-protected folder to still work on the site without producing errors.

Any help would be appreciated. Thanks!