hate to say this...
You can't. As a graphic designer I've had my stuff copied (most notoriously by a large department store chain based in Tennessee), and while I was flattered that they thought of me, I was a bit irritated at having been violated. Really, all you can do is make sure you've already been PAID for whatever it is that's been stolen. As an individual, you simply don't have the resources to track down and prosecute each and every offender. The only true way to protect yourself is not to post anything that hasn't already been sold...
having said that, what you might try is this:
don't post your artwork as .gif's or .jpg's on your website. Use a thumbnail graphic to show a piece of it, and then link the thumbnail to a .pdf document that opens in a new window. If you make the .pdf document in Acrobat Pro, you can read/write/print protect the document, so anyone who wants to steal it will be able to get only a screenshot of it. At 72ppi, that screenshot won't be worth much.
alternatively, you could try posting your artwork in a Flash document. You don't usually get the "Save Image As..." window when you try to download a Flash document, you just get the "Play" and "Rewind" options. It would still allow a screenshot to be taken, but here again at 72ppi that screenshot won't be worth a whole lot...
hope this helps