[Zope] Unenlightened XUF question

[Ken]

OK, so I'm a bit slow...

After reading the "Unenlightened" guide, I installed a totally vanilla XUF, using ZODB authorization and properties. I chose cookie authentication. I placed the XUF one level above the folder to protect, which should only be viewed by 'members'. Logging on as a member, I got the ugly, 'basic' popup. Not the cool, docLogin I so covet...

I thought I was getting cookies for free. 

<stupid question>
    Do I have to 'do something' for this to work?
</stupid question>

What's missing?

Thanks,

Ken