I guess it is a problem in general with things you want to show someone over the internet. Since it has to be sent to the person's computer, they have the information in some form. I found just the file->save as works well on pretty much all sites.
I talked to a few people, and if you want to be more secure, try putting your images into a flash file/program, which I guess makes it really hard to get. It seems the gallery supports them too, the only problem is you loose the preview. If you want to get fancy, you could over come this by having them all in one flash that has its own preview/viewing menus etc. With only one file in the gallery, there wouldn't be much need for a preview.