Presuming your server is running Apache, you can use .htaccess for this.
Take this file 
http://www.daringpress.com/hotlink_htaccess.txt
customize it to include whatever additional file types you want,
then replace my domain with yours, and rename the file .htaccess (no extension) 
Now upload it into the directory you want to protect. Done. 

 
		
	
		
		
		
		
			
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