Password protection ineffective

If visitors navigate to my domain name (i.e., Website), they have to log in and supply a password. But if I email someone a link to one of my pages (that you normally would get from a menu or submenu after logging on), you then, after clicking this link, can browse my entire site without ever logging on. What setting or plugin would harden security for me in this sense, so that only 1-2 pp. are displayed to non-registered visitors until they properly log on?

I am aware of Pippin’s Restrict Content Pro, but am I likely overlooking something only about passwords?