restricting access to logged in members

Hi,
I’d like to restrict access to most of my site to members who are registered, approved and logged in. When people go to my site, I want them to be redirected to a log-in page where they can apply to register if they are not members yet. I have searched and installed and activated a variety of appropriate plug-ins, but once activated, they still don’t seem to work. I suspect I am doing something wrong or that I have to change some code on a page or something? I’m pretty new to this, but I’m working hard at learning… I hope this all makes sense.

Anyone have any ideas what I might be doing wrong or need to do?