For all intent and purposes... you can usually just store them in a .php file.
There are many permission-based solutions to use when securing files from prying eyes. Placing the www user in the same group as your shell account, and CHMOD'ing so only owner has read/write access, grouped users have read, and normal users have no access, etc. If you're renting webspace however, and (most likely) don't have shell access (SSH, telnet, etc.), it's hard mess with permissions much.
I could go on and on, but to make a long story short: stick them in a PHP script, and if you have any PHP download scripts, ensure that they are validating what directory the files are coming from (so that it doesn't allow someone to download the actual .php file).