Put the files in a directory that is outside of the document root. Set the link to download the file to be something like:
<font color=blue>
<A HREF="downloadfile.php?id=1234>download</A>
</font>
Then in "downloadfile.php" check to see if they are logged in. If they are, then use <font color=blue>passthru()</font> to send the file from the protected directory or else send an error message if they are not logged in.
-- Rich