Create a blog if user not logged in

If a user, that is not logged in, goes to our main site and clicks on one of the links we have about creating a blog or getting a free blog (mysavehereclub.com/blogs/create/) it does nothing but take them to the home page. If the user is logged in, works fine.

So if the user is not logged in (new user) and clicks "Create a blog" shouldn't WordPress simply take them to the sign-up form page?

This is gotta be an easy fix here. We're using the Blogs-MU theme. What am I doing wrong here?

Thanks in advance.