You can protect photos by adding a watermark. Include your name or the name of your company, as well as the website where you originally posted it. If you are uploading several photos (for example, you are a photographer and would like to show your portfolio online) you can create a Flash presentation or a slideshow, which will make it more difficult for people to grab photos without your permission.
However bear in mind that most websites would be more than happy to credit a photographer, and it is to your benefit to share your images as long as the website links back to you. Leave your contact information on the website, and reply to any queries from bloggers or websites that may be interested in using your image as a visual aid on their posts.