You have to setup referral checking. It is sort technical and involved Marcia. Many browsers, proxy agents, and web filters remove referral stirngs - those people will get blank graphics on your site (much more common than generally believed).
Best you can do is try one of the following: Move your graphics directory once a month and in the old directory leave an htaccess that leds to banner ads. Or leave a graphic with your domain name in the old location - they'll get tired of advertising for you. Personalize your graphics (notice the name in the top left logo here now? that's why)