I believe you need to password protect at the servlet container level. Are you using Tomcat? Here's what I used to set up basic authentication with Tomcat 6:
web.xml
<security-constraint>
<web-resource-collection>
<web-resource-name>Sesame Workbench</web-resource-name>
<url-pattern>/*</url-pattern>
</web-resource-collection>
<auth-constraint>
<role-name>sesame-user</role-name>
</auth-constraint>
</security-constraint>
<login-config>
<auth-method>BASIC</auth-method>
<realm-name>Sesame Workbench</realm-name>
</login-config>
<security-role>
<description>The role required for Sesame workbench</description>
<role-name>sesame-user</role-name>
</security-role>
tomcat-users.xml
<role rolename="sesame-user"/>
<user username="workbench" password="workbench" roles="sesame-user"/>