Building a page that only authorized users can access

I have been trying to restrict access to my page but, it does not work. I have already set my access levels for users in the database. I have created a log in user page and under the Restrict access based on section, I selected the Username, password and access level option.

When I try and restrict access to page using the user authentication selection under server behavior, I get a message saying that my log in page needs to be created.

I do not understand where I am going wrong. I need to fix my site up asap. Please help.

I dont have the option to do step 2. The plus sign is grayed out. What now?

"In the Server Behaviors panel (Window > Server Behaviors), click the Plus button and select User Authentication > Restrict Access To Page from the pop‑up menu."