Media/Photos/Videos - not safe?

Hi, i recently discovered my members files can be accessed by browsing directly to the file if typing "http://www.mysite.com/media/profile/memberID/filename.JPG". The photos can be copied, the videos can be seen and so on. I don't know if i done correctly but for a temporary solution i password-protected the entire folder "/media", returning an "Authorized Required" message.

If there is someone having a better solution please advice me. I don't want my files to be copied by others. And i guess there are more people facing this problem. Thanks in advance for your time to reply.