Apache has Authorization functionality built in that can be configured using htaccess overrides:

http://httpd.apache.org/docs/1.3/howto/htaccess.html#auth

If you edit the .htaccess file in a folder on your site and add the following code:

AuthUserFile /PATHTOYOURDIRECTORY/.htpasswd

AuthName "RESTRICTED AREA"

AuthType Basic

Require valid-user

You will be prompted for a username and password when visiting any files under that directory.

To setup accounts to allow into this directory, you can use the htpasswd command line utility:

htpasswd -c /PATHTOYOURDIRECTORY/.htpasswd myuser

New password:

Re-type new password:

Adding password for user myuser

This will add an extra layer of password protection to your administrator directory.  If someone happens to get an administrator password to your Joomla! site, they still won't be able to access the backend without this password.