You may have links in your main navigation which require registration to use, normally these will not even be shown unless you're logged-in on the front-end.

Sometimes you may want to display these links regardless (usually for aesthetic reasons), clicking on the link will display a page telling the user that they will have to log-in to view the content.

To activate this feature, go to the Global Configuration panel and select the first tab titled "Site". Select "Yes" for "Show Unauthorised Links".