wolfe,
If you only want registered users to view albums, pull down "Album Actions", select "Permissions". The second item from top is "Users who can see the album." You'll probably see "EVERYBODY" in that field. Remove "EVERYBODY" (most likely you'll see "NOBODY"), then select "LOGGEDIN" from the left hand side.
You'll have to do this for each top level album. If you want to protect all sub-albums, there is a check box "Apply permissions to all sub-albums" near the bottom of the Permissions pop-up window. Check this and the same settings will be applied to all sub-albums.
Hope this helps.
Yuan Liu