Downloading files to members–not logged in

I recently created a file that can be downloaded by members of my site. I noted that if a member is not logged in, it takes the user to the membership options page, which is targeted to unregistered visitors. I want the default to go to the login page. That way, it covers both cases–if a member has not logged in, or if a visitor needs to register, before they can download a file. How do I do this?