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There are any number of threads on this here (2-3 a week since I've been reading) but the consensus seems to be that you're going to annoy people who aren't trying to copy images and not stop those who are.
That's just how the web works - you have to be able to download the image in order to see it, and if you can download it, you can save it. Most web graphics are low quality anyway, so they have less value than the high-quality original files.
You may be able to achieve something similar by laying a transparent image over the protected image. Otherwise, your best bet is to find the site again and work out what they've done and duplicate it. However, my guess would be that, when you've worked out how to do it, you'll have also figured out how to get around it and it won't seem like such a good idea.
Kaled.