Bojanpopic,
There's a few options. The easiest is to get something like Advanced Module Manager from nonumber.nl. When this is installed, when you're editing a module in the admin area, you'll have a lot of new options. One of those is "Show to Registered Users", which you can simply set to No.
If you don't like that idea, let us know, and we can propose some others, but those will require PHP code changes.
Hope that helps, and good luck!
Alex