I have one very simple question:
I would like to temporary lock my site so when user comes to the site, he needs to write password in order to enter the site.
Do I need to change folder permission or how I can do this on sharing hosting server?
You need to password protect the folder. I imagine that most control panels allow you to do this easily.
Alternatively, assuming your host is using apache, you can edit your .htaccess file: http://www.elated.com/articles/password-protecting-your-pages-with-htaccess/