Hello,
it took me some time to solve this so I want to share it with you:
if you are using the "default" yii htaccess in order to have the urlManager working, you may notice some problems in accessing password-protected subfolders that uses .htaccess too
so here is the solution:
http://www.andrewrollins.com/2008/01/22/wordpress-and-htaccess-password-protected-directories/
In few words, just add the line
ErrorDocument 401 default
to you main .htaccess… but check the link to see the full explaination 
bye,
Giovanni.