I've searched a while for this one...
I found a discussion saying the solution was in Admin > Users > Authentication, but I see no such entry in Moodle 2. The closest I get to that is Site Admin > Users > User policies and such.
I found a discussion saying to change the force_login variable. I found a number of occurrences of force_login in various .php files, with not much in the way of comments on how to change them, and in which file.
More generally, is there a place to find info specific to Moodle 2? All the resources I have seem to talk about Moodle 1, with a few Moodle 2 articles thrown in.