are you using a mac?
most of the time your hoster does accept the file but they are not transfered by your ftp.
.ht* files are very, very common.
If you still cannot get it to work you would have to search in the php files for .htusers.php and rename it to _htusers.php and the file as well.
Then make sure to secure this file! normally you do this with a .htaccess file
. Ask your hoster how to do this on your server if he does not allow this kind of files.
Or you can try to use the installer version which extracts all needed files on the server. Then you are sure that your ftp is not the problem but your hoster.