Hi there. Thanks for reporting this.I just took a look at your site. I clicked on Post ID# 9 from the Home Page of your site, and I was redirected to the Membership Options Page; this is the intended behavior. I "think" the confusion is caused by the fact that Post ID #9 is visible on the Home Page at all. s2Member ( as of v3.2.2 ) does not filter Alternative Views. So if your theme is displaying an "Excerpt" of that Post on the Home Page, s2Member will NOT filter that query. However, if you click on that Post, s2Member WILL ALWAYS guard access to the Permalink, by redirecting public visitors to the Membership Options Page.
In your case, protecting content at Level #0 means that public visitors will NOT be allowed to access that content, but they CAN access that content by registering for free. Hence, Level #0 ( Free Subscribers ).
Now. If you wanted to protect an archive ( like an entire Category listing ), you can do that too. But you'll need to use s2Member's Category ( or Tag ) Restrictions for that. That would prevent the archive itself from being displayed, and block access not only to the Permalink for each Post, but ALSO to the actual Tag Archive, or Category ( including any sub-Categories ) they reside in.
----- Update -----Coming soon with s2Member 3.2.3+, is a new feature called "Alternative View Protection".
I'm attaching a screenshot, that includes all of the details, as well as an early beta release that you are more than welcome to test with.