Well, some sites check the referer of the site the user has come from to prevent hotlinking.
Maybe an option 'Prevent hotlinking' which, for each GET request for a file, checks the referer of the site the user has come from, and if it's not within the same domain, redirects to the main page. Of course this would force all users to enable referers. But, if security and bandwith matter, that would be useful.
MarkV