D6 - Rule to simply redirect path to login
One easy option is to set the 403 Access Denied page at:

admin/config/system/site-information

to:

user


That way, if the user is not authenticated, they can login and view the node/add page.

I think the reason your Rule isn't working is because /node/add isn't an "alias" per se, but a system path.

Another option is something like

/**
 * Implements hook_init
 */
function MODULENAME_init(){
  if($_GET['q'] == 'node/add' &amp;&amp; !user_is_logged_in()){
    drupal_goto('user/login');
  }
}