I am running WordPress 3.3.2 self-hosted. I used to see the option "I would like my site to be private, visible only to users I choose" under Privacy Settings but I no longer see this option. Instead, ...
I read the following tutorial, which mentions moving your config file out of an HTTP-accessible folder. http://codex.wordpress.org/Hardening_WordPress#Securing_wp-config.php I did this, and it works ...