Marplantis,
Have you given access to user role Anonymous to your Home Page? If so, Mendix won't prompt for login because no login is needed to view the home page. Check the permissions on your home page. If Anonymous has access to see that page, remove that access. Then restart the app and try again.
Hope that helps,
Mike
On the other hand... I'm deloying on sandbox, i guees i don't need to select which version i want to publish...