I can't protect download média

Hi

i place the group name "membresonly" in the Edit Options > Downloads / Media protection > Protected groups
Masked download URL is http://www.xxxx/anewdirectory

when i download a media in the list Protected content group i select "membresonly"

I must do another thing ? because it's dont work i don't see the masked URL but always the actual download URL

I try an other way :
i create a URL group no_download with page URL http://www.xxxx/wp-content/uploads/

I go the public level , i try to add the URL group in the negative rules but everybody can access to uploads 's directory
Thank's for your help