The following link provides details on Authorization Rules in iis and asp.net, it seems pertinent to your question.
Firstly you want to ensure ASP.NET handles request for your specified file type. You can configure this in IIS (see link below).
Secondly, you will then need to update your web.config to deny anonymous users from reaching your url, providing that you are using rolemanager :
<roleManager defaultProvider="SqlProvider" enabled="true" cacheRolesInCookie="false"
cookieName=".ASPROLES" cookieTimeout="30" cookiePath="/" cookieRequireSSL="false"
cookieSlidingExpiration="true" cookieProtection="All">
<providers>
<add name="SqlProvider" type="System.Web.Security.SqlRoleProvider"
connectionStringName="membership" applicationName="yourApplication"/>
</providers>
</roleManager>
<location path="path/file.extension">
<system.web>
<authorization>
<deny users="?"/>
</authorization>
</system.web>
</location>
IIS 6 ignores Web.config authorization settings