protecting a directory by php mysql

Hi. I need a protected directory in my server that only the authenticated user can reach all files in that folder(file type is zip and picture or a web page, maybe). I save user ID and passwords in mysql database. today I tried to use htaccess but mod_auth_mysql isn't installed on my server. I know that I can protect web pages by a simple PHP script(checking log in session) but I don't know how I can protect images and files! Thanks for any help -- Ali Asghar Torabi