How do you restrict access to a video that has been added

Hi,

How do you restrict access to a video that has been added to a course. eg http://www.ultimatewp.com.au/wp-content/uploads/2014/09/not-the-real-name.mp4 can be accessed directly.

Is there some setting in the plugin. I am using CoursePro along with the Marketplace plugin to sell the course.