Setup CanCanCan:

gem 'cancancan'
bundle install
rails g cancan:ability

In config/initializers/rails_admin.rb:

RailsAdmin.config do |config|
  config.authorize_with :cancan
end

Put the following into app/models/ability.rb:

class Ability
  include CanCan::Ability
  def initialize(user)
    can :read, :all # allow everyone to read everything
    can :access, :rails_admin # only allow admin users to access Rails Admin
    can :dashboard
    can :manage, :all 
    can :history, :all
  end
end

Well, these are just general settings, you have to define them for each user/group later.

In app/controllers/application_controller.rb:

class ApplicationController < ActionController::Base
  rescue_from CanCan::AccessDenied do |exception|
    redirect_to main_app.root_path, :alert => exception.message
  end
...
end

Okay, it should work now.