You can do this with two pages.

For the page with the actual content, do NOT include it in the menu (unless it has subpages that would need to be accessed).

Create another page in your site that is visible to all users, in that page, in Advanced Settings, Other settings, point it to the secured page in your site.

Since the page is viewable by all users, it will appear on the menu.  But, since you have to be a registered user to get to it, you'll get prompted to login.

If you've modified your web.config to use Human Friendly URLs, the two pages will need to have unique names (or be in different "branches" of your navigation).