you can manage the resource through .config
Apply a <location> tag for the resources you want secured. Assuming it's a single ASMX file you can simply do the following in your web.config:
<location path="MyWebService.asmx">
<system.web>
</system.web>
</location>
Second method you use as follows:-
The simplest approach to securing the resource is to basically say: "don't let anyone who hasn't successfully authenticated in some way into this resource". This is done using the following authorization configuration:
<authorization>
<deny users="?" />
</authorization>
If you wanted to only allow certain users you could change to do the following instead:
<authorization>
<deny users="*" />
<allow users="jdoe, msmith" />
</authorization>
Another approach is to define roles (groups) and simply lock the resource down to a special role which you put the users who you want to access the resource into.
<authorization>
<deny users="*" />
<allow roles="My Service Users" />
</authorization>