Membership gateway route to content

I've only installed Membership three times for different clients. I find it hard for my little brain, so please bear with me.

This client has been running Membership for about three months. We've just had a workshop and we both realise that we need the URL: flow to be faster; if a new user hits some protected content, they can either sign in or sign up immediately (sure, we can tailor that page) - then continue to be directed to the original URL they were interested in before we intercepted them.

Right now, we only seem to end up on the "Welcome" page post-sign-up and logging in doesn't take them where they wanted to go either.

Please advise.