Turn the proxy on, then in your browser configure the proxy, then record yourself going to the web page, typing in the username and password. For serious performance testing you'll want to make a list of username and passwords that are read in from a file and abstracted to variables, so you can simulate different users logging in.
If you need to understand the proxy, google search for "Apache JMeter HTTP(S) Test Script Recorder" (stickyminds has problems embedding direct web links)
