is there a way to make it so that when guests click on the thumnails to view the actual size, there is a message that says they have to register to view? thanks
In the documentation FAQ, there's a brute-force approach: http://coppermine-gallery.net/demo/cpg14x/docs/faq.htm#viewThumbnailsOnly (http://coppermine-gallery.net/demo/cpg14x/docs/faq.htm#viewThumbnailsOnly).
You can modify this at will.
If you mean the intermediate photos versus full-size photos, you can try the plugin "Full-Size Photo Access" on the plugin contributions board.