To stop other sites directly linking to your images and media files and stealing your bandwidth You need to add following code in your .htaccess file

RewriteEngine on
RewriteCond %{HTTP_REFERER} !^$
RewriteCond %{HTTP_REFERER} !^http://(www.)?domain.com(/)?.*$ [NC]
RewriteRule .*.(gif|jpg|jpeg|bmp|wmv)$ http://www.domain.com/image.jpg [R,NC]

Note: replace your website with domain.com