Membership 2 Pro Plugin Setup Issues and Menus

Hi,

I thought the Membership 2 Pro Plugin would be easier to set up than it is. I do not get the effect I want. What I would like is a logged out environment where my content is not accessible and has a different menu than when you are within the logged in environment. When people come to the site they should arrive at a home page and be able to log in if they have the credentials. Once in they see a full menu. What I see is the same menu to matter if you are logged in or logged out. I created a login page, and have that as a menu item at the top. But even when I am logged in, the menu still says login, not log out. Do I need a different theme with greater capabilities to control menus on each page or something else?