1. Log in
2. Post a work, if you haven't
3. Hi, username! > My Dashboard > Edit Works
4. Select a work or works to edit
5. Press "Edit"
Near the bottom of the Edit Multiple Works page, we have a "Visibility" section for changing the visibility of your work. It is two checkboxes: "Only show to registered users" and "Show to all."
You could theoretically check both of these mutually exclusive options at the same time. (If you do, the works seem to stay visible to everyone.)
The "Visibility" options should be three radio buttons, like the other fields: "Keep current visibility settings," "Only show to registered users," and "Show to all." The first one should be pre-selected.
If you want to go for bonus points, you can wrap the list of options in a fieldset tag. However, if you do this for "Visibility," you should do it for the other lists of options (“Anonymous Commenting” and “Comment Moderation”) as well.