authenticating and redirecting with special access

Hello, I'm fairly new to PHP, but I am studying (ORA's "Programming PHP"). I am trying to do something but can't quite figure out how. Here is what I need to do: User goes to an address. They login with say "jsmith" and their password. the PHP script gets authenticates against a MySQL database. I have this working. After being authenticated, user is redirected to a directory to which only they have access to (say www.mydomain.com/jsmith). I have this working to the redirect part. Where I am stuck is how to make it so someone can ONLY get to that directory if they are authenticated, and cannot access it directly. Now, I was thinking that there could be something php-based in that directory that checks if they are already authenticated, but the problem is that the files are generated by another program that I cannot modify. I'm also having a problem where I have to close my browser to be able to re-login, but I'm guessing this is a session problem and I just haven't gotten that far yet. Does anyone have any ideas here? I did a lot of searching and didn't find much of anything. Thanks in advance! Bryan