If I enter the correct password, it just sits there.
If I enter anything else in the password, it goes to the page.
What am I doing wrong ?  This is what I do :

Component / Jlex_Block
New
Paste URL of the page you want to protect (whole page)
Click 'BEGIN BLOCK'
click APPLY
enter password
click APPLY
Save and Close
Next Page -> click Published ON
click box (LHS) then LOCK (above)