Firstly you will need to install / activate the LocalFiles Editor form the plugin menu.
Now, to disable guest access from your site add the following line to Local Config and save
$conf['guest_access'] = false;
You can also add the following line to ensure that any albums that you create will automatically be set to private
$conf['newcat_default_status'] = 'private';
NB: Once you’ve set all new albums to be created privately using the above line of code you don’t necessarily need to disable guest access to have a private album. You could instead just remove the option to allow registrations from administration > options. This is useful if you use a custom home or index page.