This works for me, thanks to this group helping me
out. For <location> tag  you can put a folder instead
of a filename and then all files within that folder
get redirected to the login.aspx page. I found all
this works if I put it right after the <configuration>
tag but before the big <system.web> tab (I know, I
know):

<!-- enable forms  authentication -->
<system.web>
<authentication mode="Forms">
<forms name="dancedance" loginUrl="login.aspx" />
</authentication>
</system.web>

<location path="admin.aspx">
<system.web>
<authorization>
<deny users="?" />
</authorization>
</system.web>
</location>