If you reference your photos via
<img src="...."/>
the browser makes a request for those photos just as if you typed that address in the browser window. So any reference like the above is not going to be safe.
Users can also select a photo and (depending on your browser) select the Save As
option.
Finally those photos are going to end up in the browser cache, and possibly on a disk.
Some sites will disable the right-click on the document images, but that's not a good fix. If you're worried about this, you can (depending on your requirements) watermark your images so their origin is obvious, or perhaps display via some custom (Flash?) plugin. Users can obviously take a screenshot, but it makes the process a little less convenient.