How do I protect URL's (like PDF's)

I can’t seem to figure out how to configure the plugin to protect URL’s of specific files.

I have documents uploaded on the site. Some of these documents must not shown to certain member levels.

What I have done is add the media file to the protected group (I use basic protection). I have also assigned negative rule on this group in access levels. But when I paste the URL to this file in the browser it simply downloads.

Help appreciated thanks.