Hot-link/leech Protection?

I am interested in finding out how I can protect my server' files being leeched. They are pretty large files, and thus it'll be sucking up a lot of my bandwidth.

I know there was an option in cPanel where you could do it, but I dont have cPanel with this server. So, I'll need to do it manually and since I've never done it before, I need step by step instructions.

Thanks.. hope someone can be kind enough to help me out.

 

 

 

 

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