Selected page does not work

Hello
When I pick Selected page as criteria, I can obtain the titles of the pages in my site but it has no effect.
A non-logged user can still access to the page selected.
The other criterias are working fine.
For instance I want to prevent non logged users from accessing the page Members (default page which lists all the users) but they can still read the page .
I noticed also that sometimes the value entered in the field Selected page is not properly saved. It has disappeared when we come back.
Thanks
Christophe