Do you have to be MENSA material to be intelligent?

I've been told Mensa is a place for intelligent people, since I think of myself as intelligent I tried one of their tests online: I wasn't in range. This kind of surprised/hurt me since I have always been considered very bright and I wasn't even close to qualifying. So, my question is to you have to be Mensa material just to be intelligent? On a side note, why do they only test spatial skills? Aren't there other areas of intelligence?