Drupal Content Access and if anomynous show login block
This depends what method is used to create the page. Pages that  are created by the Views module define the permission settings in the "Access" configuration, as does page manager. But it sounds this is just a typical node page. Content Access should do the trick, but if not, you may want to try the Node Access module instead. Be sure to read the README on these modules, as they usually require you to rebuild permissions after enabling and configuring them. The permissions of the node should be understood by the menu system, so restricted pages will not appear to un-authorized users, which should satisfy the need to hide the menu item. If un-authorized users do land on the page somehow (such as yourself, after clicking a bookmark after your session has expired), then you can try something like the "Redirect 403 to User Login" module Although, in my opinion, the more sensible option might be to simply define your default 403 (Access denied) page as the login page. The only reason not to do this might be if you are trying to obscure the login process from anonymous users for some reason.