One you have setup an home box page, you need to set permissions rules for that page.
From Administer > User managment > Permissions, select all the roles that can access your Home box pages.
To do that, tick the checkboxes which starts with "access homebox [homebox_name]" for each role you want to grant access.
Never ever check the anonymous permission, since Home box is unable to save user preferences for a user that doesn't exists on your Drupal site. If you check this options, a message will be shown telling they won't be able to save their preferences, and that they really should create an account!