php auth instead of .htaccess

Hello, I have gotten used to using .htaccess to protect files/directories, but now I am looking at a need to authenticate against mysql. I have no problem actually getting it to authenticate, but I'm wondering what the simplest way to prevent someone from hitting anything other than the main page (and not needing authenticate) without having to login at every page. I'm assuming I would use something with sessions. Does anyone have a quick sample of how to do this? Any help would be great, I just need a step or two in the right direction. Thanks, Bryan