How do I, not mask, but PROTECT downloadable files in the Membership plugin?

I apologize in advance for being a little "thick" on this issue.

I have read the PDF manual, watched the YouTube videos, and read the forum questions regarding how to protect downloads in Membership. I understand how to mask the URL. But what I want is what our other membership plugin did, which was leave the link to the resource visible but send the user to the "sorry you must subscribe" page/message when they clicked on it. Shortcodes would make it invisible to all, which I don't want; I want them to see the resource is available but only to members.

Again...sorry to be "thick"...but I can't extrapolate the way to make that scenario work from the videos/doc/forums.