Secure Folder user username and password from a database.

I have read a lot of posts about securing pages.  I need to secure access entire folder, so users cannot directly download files (exe) using the URL without first being authenticted.  And the credentials are stored in an SQL Database.  I inherited this site, and the login form is already done.  The html (aspx) pages are already secure in that you must be authenticated to access them, or it redirects to the login page.  But there is a subfolder with various file types (PDF, EXE, DOC, etc...) that I need to limit access to just those same users. 
So if a visitor to the site was to type a URL like http://www.sitename.com/files/filename.exe, the browser should be directed to http://www.sitename.com/login.aspx - unless they were already logged in.
How do I do it?
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