There are several different ways of doing each thing you're asking about.  To make the full menu available only to a specific role, it's easiest to use a module and display it all pages and make the module viewable only to the desired role.  Most of the menu and sitemap modules will easily do this and preserve the DNN menu settings, so for example the admin menu still will only be viewable to admin and superuser accounts.

To remove the Login button, you can remove it from the skin.  Most skins use the LOGIN skin object.