I'm having some difficulty creating a membership login type site.

I followed the instructions from BV’s new built in Login system – a brief tutorial
but am having several issues:

1. When I go directly to the password protected pages, I'm not asked for a password or username.

2. I have created over a dozen accounts but not one shows in cpanel's authorized users under password protected directories (I created a subfolder called members and password protected it)

3. Internet Explorer keeps giving me 404s for my .php pages while Firefox can open them without any trouble.

What am I doing wrong?

Yes all pages end in php and the script shows that these accounts are being made. I've tried creating several databases with no avail.

Thank you in advance.