They may not be told how to vote, but from the numbers I’ve seen to date, they sure like their Mormon candidate Mitt.
Most LDS members I've discussed the primary with started with 3-4 people above Mitt on their lists. Mitt rose to the top as more conservative candidates dropped out. By the time it came to Utah, only Romney, McCain, and Huckabee remained. None of these are conservative so, other things being equal, most voted for someone with shared religious values.
For me, my vote is going back to Hunter, which is where it started. There is nobody left in the race worth voting for.