For the flash method mentioned above, you can use this tool to convert images into flash:
http://www.metasphere.net/web_tools/21.html
Convienient, huh?
You could also try integrating them with the background. I don't know how that would work out, and the different screen sizes would probably get it messed up, but I suppose it's possible. Also, try watermarking every image saying 'if this image isn't on x.com, report it, please!'.
(Edit) I just read a nice idea on
http://bored.com/pranksite/c_8_10/ComputerPranks.html. From time to time replace the images with another image that says something even advertising your site. That way you'll get them to stop after a while and get a few extra visitors!