Setting file permissions for PDFs

Trying to restrict read access to pdfs attached through WebFM to certain roles so that unauthenticated users cannot access pdfs by typing url directly into browser. Have tried right-clicking on pdfs within Web File Manager and checking the box for 'Role View/Download' and then 'submit'. I get the message 'working' but it doesn't seem to do anything. If I come back in and right click again the box is still un-checked? Am I missing something/hoping for too much? Sorry, very newbie!