The default setting should be ON (private) but please double check it is ON to protect your privacy.
Log in to your Account
Click on the Domains tab to the left
Check the box next to the domain(s) you would like to set to private (You can do a bulk edit to all your domains by checking the box next to "Domain" at the top of your domains list
Click on the Manage Domains, blue drop down menu
Click on Whois Privacy on
You should see a "SUCCESS" message at the top of your domains list