look into the URLAuthorization stuff. I don't claim to have a solid handle on this but I've accomplished a working example on doing exactly what you guys ask for by setting each file/folder's authorization settings in the web.config file.
You would want to add an element such as:
for each item/folder you want to be freely available to everybody. Conversely, you could open your whole site to allow users="*" and then change the above to:
so as to protect this one directory. (or page if you like)
I think the key comes in understanding the <location> element and how it is used. Once you learn this you'll know enough.