Setting up a members area can be anything from easy to complex, it all depends on how you plan to deal with it. The simplest version is if you have a few memebers and just want a password protected area. You can easily do this with .htaccess, a special file for password protection: http://www.freewebmasterhelp.com/tutorials/htaccess/
If you want something a bit more complex you could take a look at some of the scripts at http://www.hotscripts.com. They can do things such as giving signup forms and adding users to the .htaccess file for members access.
If you are looking to have a paid section, there is a good tutorial on www.paypal.com about getting payments and allowing access.