In order for this functionality to work correctly your theme should have a primary menu defined and not have more than one menu defined. If after turning this functionality on the login/logout link doesn't show up at all or it shows up in multiple places then your theme may be incompatible with this feature. In this case we recommend turning off this feature in MemberMouse and installing a plugin that specializes in adding a login/logout link to the menu such as BAW Login/Logout Menu