There are many free URL shorteners, like j.mp. Trick.ly is another free URL with a twist. Trick.ly can shorten the URLs, and also password protect them at the same time. So, if you share your Trick.ly URL with someone, they will be able to open it only after entering the password that you had assigned.
Trick.ly does not involves downloading any software. You just go to Trick.ly website, add the URL, and specify a password for that. Trick.ly will immediately give you a shortened URL.
When someone tries to open that shortened URL, they will be directed to Trick.ly where they will have to first provide the password.