So I decided to see if there was an easy way to turn off guest access (Mac OS X Server has a radio button option). It turns out there is, as long as you don't mind using the Terminal.
Open up the Terminal (in Applications -> Utilities -> Terminal.app), and then type in this command to back up the file we are going to edit:
sudo cp /Library/Preferences/com.apple.AppleFileServer.plist \
/Library/Preferences/com.apple.AppleFileServer.plist.old
The backslash above should let this copy and paste successfully, but if it doesn't, just remove the slash and the line break, leaving a space before /Library.... Then edit the AppleFileServer.plist file, by typing:
sudo pico /Library/Preferences/com.apple.AppleFileServer.plist
and do a search for guest (hit Control-W, type in guest, hit Return). Change the tag from this:
<key>guestAccess</key>
<true/>
to this:
<key>guestAccess</key>
<false/>
Save the file (Control-O, hit Return) and exit (Control-X). We now need to restart the AFP server by typing:
sudo killall -HUP AppleFileServer
If you try connecting now, you shouldn't be able to log in using the guest user. Much better!

