Thanks, CH. That seemed to work, but not ideal. It seems like a lot of these permissions are set up for people on the website staff to manage who can edit a page, who can delete a page, etc. I didn't think it would be so complicated for Sitefinity to have a checkbox that says "password protect this page?" Click it, enter a password, and all set.
I followed the link CH sent, and now when I'm not logged in and go to the page, it gives me a 401 Unauthorized permission error, which means the page is protected. That part is good. But I would love to have a sign in box right there on that page that says you must enter your credentials to see this page.