We are a paid member and have a UN/PW config but people can still access the forum if they are not logged in:
Please can you advise on what I need to do to lock it down?
If you'd like guests to not be able to view the forum at all, you can switch it to private mode, where they will immediately be sent to a login screen upon hitting the forum. You can turn off guest view permissions in http://kaltura.vanillaforums.com/dashboard/role.
If you'd like to have some content available for guests you can select certain categories to be hidden by checking "This category has custom permissions." and adjusting the parameters accordingly. You can do that from this page http://kaltura.vanillaforums.com/vanilla/settings/managecategories just edit the category. That's a good option if you'd like to make a welcome category or something similar.
Let me know if you have any further questions.