Can't get Group URLs to work… or am I screwing it up?

I’ve been setting up Group URLs to control who can see what on my new forum site. Unfortunately, it doesn’t seem to work – at all! Perhaps I misunderstand what this thing is supposed to do, or have screwed it up entirely. Here’s an example of the problem:

Here’s a screenshot of the Group URL I set up to supposed protect the URL in question:

Please advise!