To use any of the normal CGI scripts to protect
against bandwidth thieves, you will need access
to your own cgi-bin (and have permission to 
install the script on the server)... 

I've tested the following on one image, and it 
seems to work fine (I haven't gotten around to 
moving my images behind it yet):
http://www.md-sites.com/scripts/anti_leech.html

If you don't have access to a cgi-bin and/or 
want something easier, you might try 
http://www.anti-leech.com/main.html
Which is a remotely served solution (requires 
membership, but is free).

...