Password protected pages

Hi

I am creating av wordpress site that will have a section that is password protected. I have created a shortcut from my desktop to go directly to that page and if I am logged in, that works fine, but if I am not I get a page not found error.

What I want is the shortcut to open the page if I am logged in and if I am not, I want to be redirected to the login page.

Is this at all possible? Any ideas is much appreciated, thanks.