Membership - restricting access to a download folder

Hi there,
I am trying to set up my membership website, where only members can download some zip files that I have provided.

For example, I have placed all the files under http://www.example/download/
and i link the file from a specific post by sharing a url:

How do I protect /download/ and all the zip files within?
I have tried using the "URL restrictions" add-on, but it is not working.
Am I doing something wrong?

Thank you