All done via 'Edit Categories' and 'Edit Usergroups' in your photopost administration section, just edit a category and you'll see about half way down "Usergroup Access Permissions" set these to stop a 'guest' viewing a category, if you do this to all your categories a guest wouldn't see much!
also check your usergroups to, set "Unregistered / Not Logged" all to 'NO'
-T