Well, first I created the sub-forum. Then went into the administrative controls. I clicked the key icon (it says permissions when you hover over it) next to the forum I wanted to change. You should see the list of names for yourself and the players with [Create] next to each name. When you click the [Create] it will change to [Edit][Delete]. Click [Edit] on one of the player names and you will see three columns of Yes/Inherit/No. Change the "Read" option to NO...the red one, and then scroll to the bottom and click SAVE. Repeat for each player. Do not mess with yourself since you are the GM, though I read it wouldn't change anything for yourself since you are an admin on that game forum. You could change more than the "Read" option, but without that they can't see it to do anything else.
You could do more with the settings, like make a player a moderator to help GM, but I haven't had a reason too.