I found it  
I will explain it for other users

Make a new membergroup
admin > Membergroups > Add Membergroup

Then check the permissions
admin > Permissions > Permissions by Membergroup > Modify (check the permissions of the new membergroup)

Check this settings
admin > Permissions > settings > Enable the option to deny permissions (check) (i'm not sure if this is necessary)
                                             Enable permissions for post count based groups (blank)
                                             Enable advanced by-board permissions (check)
Then go to
admin > Boards > Modify Boards
there you see all your boards, on the right side you see "permissions" click on it
there you will see that "Access" is already not checked for the new membergroup.
So you will think everything is fine and the new membergroup cannot acces that board. wrong!   (i thought default its not checked so its ok)
But you still have to click on "set permissions" otherwise the new membergroup still can view that board.
You have to do this for every board you have.

I hope this helps for some users.

Regards