Use Shawn's EDL (Enhanced Download) module. He has a free version (1.7) and a paid version with more options (2.1), well worth the 5 bucks. Either version you can turn on the option we're using here, where the person has to enter a displayed password before being able to download the file. That will stop the leechers. If sites are already linked directly to your files, I'd move them to an obscurely named directory as well to cut off those sites.
http://www.nukestyles.com/