I would like to sell my images online and wondered how I can do that. Is there a way to have a customer download images after paying for them, of course?

What about this? Give the option of buying prints be it on paper or canvas - or to order images on CD for a set price.

If I sell images on a CD, how do I know they won't print of a hundred copies? Same goes for downloaded ones, I guess. I wonder how the iStock or Fotolia do it?

You would have to program a shop system for something like that. That is what sites like iStock and other have. There are some extensions for PayPal and Google Checkout. But they are third party so we don't know if they still work. Anyway, they are just for paying, not for download after paying. That is a quite complicated matter. There is also eZenphoto but sadly that is a hack of an outdated Zenphoto version and no plugin.

Regarding prints you would probably have to hook that on one of the services that do such things. Except you want to do them manually and send them personally. If that is convenient depends of course how much you sell...;-)

I just posted a solution that's working for me here

http://www.zenphoto.org/support/topic.php?id=7213

You'd have to manage your printing somewhere else.
There are services like Zenfolio that will help with that - but personally after doing a ton of searching and testing - Zenphoto is really the best gallery system for my needs.