Approve user registrations

Hello, I am creating a site for my bible study, and I would like to have to “approve” users who register to view the website because there will be private information on there.

Is this a plugin I need to download or a setting that I’m not seeing??

The website is http://www.friendsthroughfaith.com.

I currently have the plugin Private Only installed so that it requires a user to login in order to go past the welcome page.