They don't close down the rides. They start "herding" guests toward the front gates and generally start to block access to a particular area (for example, Tomorrowland) to anyone without a MVMCCP wrist band. Once the party time begins, you cannot get on a ride without a wristband. In the past at parties, we have, additionally, seen CMs going up to guests without wristbands and asking them to leave (and essentially escorting guests to the exits). SO, if you're dead set against the party and absolutely must do MK that day, get there early and be prepared to head out between 6 and 7....