Hi Bheng, there are many free scripts online that you can download and create a user or members login area. For example the site below shows you how...
http://www.phpeasystep.com/workshopview.php?id=6
If you're going to use PHP like they did in the tutorial above then you need to login to your host and create a database. It's not really hard to do and most hosts make the directions easy to follow.
There are other ways to do this without needing a database but some of them aren't always as secure. I like the tutorial above and they even show you how to create a database.