Unfortunately, if the file can be read - its raw data (1's and 0's) can be copied my merely reading them and putting the same bits into another file.
Even if you figured out how to copy-protect a memory stick, there are other things which users can also do including screenshots, print-n-scan, drive cloning, advanced file unlockers.. the list is endless.
Unfortunately, because of this - it is impossible to stop someone from copying the images.
You could always embed the images intoa piece of flash or similar - making copying the files directly harder to do. Couple that with a watermark and they have something not worth copying and requiring a it more effort - which will stop the basic copyist, but you can never stop everyone.