Allright well there's more to it but partially it depends on which host you have and what they support.
The hosting account I have uses plesk which allows you very easily to setup a database and create a userid / password so that you can manage that database.
Which type of database?
That too depends on the hosting account , MySQL is use by a lot of hosting companies so I'd recommend you start with MySQL. There's also MS SQL which is from Microsoft.
Now that you have a database you need to create tables with fields to store data.
You mentioned one being for names / password. So you could create a table called "NamesInfo" and create 2 fields -- one for name and one for password.
Once you've done that you'll need to use a web programming language like the one that righteous trespasser mentioned --
Php , ASP, or ColdFusion MX -- this will also depend on what your hosting account supports. Most do support PHP and ASP.
Once you select a programming language you'll also need to find out how to write SQL Query Language. This is almost same for the database -- it will allow you to write queries that read data / write data / update data / delete data on your database.
If you're interested in find out more pick up a book with title php/mysql - there are lots of them - I'm sure someone can recommend a good one for you.
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