Sometimes there is no substitute to acquiring needed knowledge of hosting. In your case we have suggested that you use htaccess files for this. This should have lead you to find out how those work.
A simple web search would have revealed http://www.javascriptkit.com/howto/htaccess.shtml
Item #12 is what you are looking for.
And for that we even have something on the user guide:
http://www.zenphoto.org/news/htaccess-against-hotlinking
Yes !
Thank you Acrylian, your piece of code did the trick : this prevent the link to be forged.
So now, full images can only be downloaded by registered people.
Thanks again for your patience.
(sometimes I look for days something which is just here or already explained cause of my rough understanding of english language)