@acrylian :
I did check the page you mention before posting.
1.6.5b does not solve the problem.
Here are my user settings

The screenshot being French makes it a bit complicated (please always use English in the future ;-)).
You have enabled "Access all" (ALL_ALBUMS_RIGHTS) rights. "View unpublished" is for front end only (as our doc mentions) as the backend for management does not make any difference here.
If you really want to limit what users can see you have to define managed albums.
> Conflicts with Access all" (ALL_ALBUMS_RIGHTS) ?
Yes, it is a superior right that grants access to all and therefore overpowers the "View unpublished" right. Disabling both should actually achieve what you want.