I guess the link is protected but the URL isn't. If you add the URL and the ROLE to the code below it should fix it. You might want to JIRA this if you think it's a problem.
Code:
<bean id="filterInvocationInterceptor" class="org.acegisecurity.intercept.web.FilterSecurityInterceptor">
<property name="authenticationManager"><ref bean="authenticationManager"/></property>
<property name="accessDecisionManager"><ref local="httpRequestAccessDecisionManager"/></property>
<property name="objectDefinitionSource">
<value>
CONVERT_URL_TO_LOWERCASE_BEFORE_COMPARISON
PATTERN_TYPE_APACHE_ANT
/index.jsp=ROLE_ANONYMOUS,ROLE_USER
/hello.htm=ROLE_ANONYMOUS,ROLE_USER
/logoff.jsp=ROLE_ANONYMOUS,ROLE_USER
/switchuser.jsp=ROLE_SUPERVISOR
/j_acegi_switch_user=ROLE_SUPERVISOR
/acegilogin.jsp*=ROLE_ANONYMOUS,ROLE_USER
/**=ROLE_USER
</value>
</property>
</bean>