Starting with XAMPP: how to set up my server? (a newbee)

[Ultimate]

Hello, I am just a new one here. I was looking for a way of storing my files -
small ones (about 50 kb each) - with the possibility of limiting the access to
them by setting a password (thus, if anyone wanted to download one of
those files, he needed to know the password) - one password for all the
files - and also with the possibility of changing that password at any time I
would want to. I was advised to download XAMPP and set up my own server.
Well, I have already downloaded XAMPP and can see the control pannel now,
but I don't know what to do next in order to set up my own server and start
uploading my files. Can anybody tell me what I should do?

[jmdirc]

Start here is a good place.

http://www.apachefriends.org/en/xampp-windows.html

[Izzy]

... and here is another good place:
XAMPP for Windows FAQ

...and you should do some reading and searching as Google is your friend:
how to set up xampp for windows server

There are many keywords to use for your needs with regard to file and directory authentication.

There are also many freeware scripts in varied script languages you could install to do exactly what you want with regard to others having access to files on your server.
HotScripts
is the largest and most comprehensive of the many script repositories that will have just what you want, and is well indexed - just pick a language category, PHP for example, pick a PHP Category for example Scripts and Programs, look for User Authentication and/or Content Management System and/or File Manipulation, just to name a few of many.

... and when you have done some reading and have had a go at it, then you can post again here if you have any specific issues - a detailed response to your questions and ideas would require a forum member to almost have to write a book in reply.

[Ultimate]

jmdirc and especially Izzy, thank You VERY VERY MUCH!!!