Put something like this in a .htaccess file and upload it
RewriteEngine on
RewriteCond %{REQUEST_URI}!^/downloads/images/.+
RewriteCond %{HTTP_REFERER}!^
http://(www\.)?mydomain.com [NC]
RewriteCond %{REQUEST_URI}!^/.+
RewriteCond %{HTTP_REFERER}!^
http://(www\.)?allowed-site.net [NC]
RewriteRule \.(jpe?g¦gif¦htm¦html)$ - [NC,F]