Subdomain Passwords

I had this set up before multisite, but now I can’t really figure out how to do it.

I would like to password protect my subdomains from public access. When someone goes to the address mysubdomain.mydomain.com I would like a password box to come up they need to fill out before they enter the site at all. Ive been trying to figure out how to do this with multisite — the solution of password protecting pages doesn’t work for my situation, I actually need a different password for each subdomain.

If anyone has ideas about this, I’d appreciate it.

Regards,
James