If it is an art work, then you should put a 'copyright' banner over it and keep the picture small. If it is just an image on your site that you don't want people to take, you are just about out of luck. You can use one of the no-right click scripts but they are very ineffective since
(a) any picture can be picked up from your cache file,
(b) the script usually doesn't work in Netscape,
(c) You can print the screen to grab the picture,
(d) In IE you can download the whole page, pictures and all,
(e) IE 6 has a convenient way of bypassing the script entirely.
Here is one of my favorite no right-click scripts, though it, as mentioned above, is easy to defeat.