simple:
Use user:password@your_url (example:
<http://foo:bar@www.someweb.com/private/mybox.html>) 
It is mentioned here:
<http://www.httrack.com/html/faq.html#QM6>
and it works, also for secure websites (https).
Warning: you are using the password in plain text, and it will show up in
plain text in the logfiles, so be carefull.