Basically, to create a relativley protected PHP page use sessions.
For example:
index.html has your form where the user enters in the username and password.
The form information gets sent to login.php. At the top of this page, you first start a session, then have your code which checks to see if the username and password matches. If so, you add a variable to your session, say <b>$_SESSION["LoggedIn"] = True;</b> or something similar. If not, then redirect them to a page that tells them the login was false.
On top of every page that login.php would link to, write some code that first starts the session (or in this case, continues it) then checks to see if $_SESSION["LoggedIn"] is true. If it's not true, then redirect the user to a page which informs them they need to log in.
For more infomration regarding sessions, check out http://www.php.net/manual/en/ref.session.php