Ahh it seems I found it
http://www.modwest.com/help/kb1-161.html
I will try to check if that it works tomorrow...
EDIT
Tried it, but failed. I made an EXACT .HTACCESS just like it states above, but I get an ERROR 500 as a return when I try to enter the URL that I am testing it with
Must my Host have this mod_auth_mysql installed or does every MYSQL have this "inside" ? How do I check if my Mysql that I am using with my host has it?
Any help appreciated