Here are the steps to changing the privacy settings of your blog:

1. Click on “My Content” and select “Your Blog” option and this will display all your blogs.
   
   
   
2. Click on “Edit” next to the blog that you want to make private.
   
   
   
3. Select the option “Private” under the “Blog Privacy”.
   
   
   
4. Click on the “Save” button located at the bottom of the page to save all the changes.

In addition to setting a blog to Private, you also have other options, including Unlisted, Public, and Clients Only.