Hi Itamar,
It's unfortunate no one answered your question until now. I had forgotten how to do it, so I was searching the forums for help.
But luckily, I finally remembered how!
First, go to Site Administration > Users > Permissions > User Policies and make sure that Auto-login guests is set to No, which should be the default.
Next, in Site Administration, go to Plugings > Authentication > Manage authentication and set the Guest login button to hide. This is also where you can set up some fancy customization as to what your login page looks like.
Anyhow, I'm probably too late in responding to this but I figured that the next person who searched this info should not appear on a dead end thread!
Kristina