It's basically impossible. Once it's on their computer (and it has to be on their computer to be displayed), they can pretty much do what they like with it. If nothing else they could just hit "Print Screen" and they'd have a screen shot.
I've seen fancy tricks with images-as-CSS-backgrounds, and transparent overlays designed to prevent people right-clicking and choosing "Save As" or simply click-dragging it off into a folder - defeated by bringing up the "View Page Info" dialogue and seeing what's listed under "media".
If you don't want them to have it, don't give it to them.