Changing one line of code in the plugin allows it to work for Multisite.
I didn't solve it but Andrew Tetlaw did!
See this thread below.
Link to the thread?
I assume he's talking about this thread:
http://wordpress.org/support/topic/members-only-options-not-saving-for-multisite-30-blog
When you install this plugin, do turn OFF caching for the blogs you want to hide from non-logged in users.
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