How?
One thing to note is that .htaccess files do not have a file type. Just make sure you dont end up with something like: .htaccess.txt
Simply create a text document, open it up with any text editor then go to file » Save as. When in the save as menu, click on Save as type, then change it to All types. Once it is changed to All types you can remove everything in the File name box and type in .htaccess. Do the same thing again, but instead make the .htpassword.
Done!
Once you have done one of the above methods to create your file, you are done!