My Membership plugin has any problem. I noticed he is not protecting the pages I assign the negative rules for guest users.
I did as instructed, on page permisões levels of users, permissions denied in section I added the item pages and pointed out the page that I want to protect, as well as the menu items, but the plugin does not protect the selected pages.
For example, the page: http://www.clubedodesign.com/video-aulas
This page should be protected, and the user directed to another page. But as you can see, it is still visible.
See links to images of the settings indicated: