I know you can turn this protection on in the [options] panel by selecting "no access". But this option will still allow users to clik on the image, and if they do they will be sendt to the main page.

How to disable that?

Remove the link to the full size image from your theme's image.php

Since im not a programmer, will you give me clue wich lines to delete.

I looked arounf in the image.php file, but i dont understand it?

Btw, I use the default theme.

There is a a href with a function quite obvious named ``. Just remove that link.
Also recommended to read even if you don't want to your own theme: http://www.zenphoto.org/2008/05/theming-tutorial