I assume that you have the premium level hosting and that you also have a thorough knowledge of HTML, CSS, PHP, ans some mySQL.
What you do is to set up a database in mySQL that will record the membership info. Your PHP code in your web page can then collect the information eneterd into the form on you login page and do a database lookup to see if the person is a member of your site. It can then write a session cookie to record the fact that the member has successfully logged in. All pages of the site can check if the session cookie exists and if not then trasfer control to the login page.