Membership Plugin - Short Codes Not Working

I've gone through setting up the membership plugin, as it seems the perfect solution for my needs. However, I am having trouble with the short codes.

I have a short code set up called 'Premium', but if I add this, it just shows up whether somebody is at the Premium level or not, plus it shows the actual short codes too.

For example, this is what I see:

[premium]
Here is some text
[/premium]

I've read through the info on the site many times and can't seem to fix this.