Help stop people access folder

Hello,
I"m using directadmin control panel and own my own Dedicated Servers. I have some folder with download files in there and I also upload index file in each folder but some people still can get files in that folder don't know how they do it when ever I upload new files not even post in my web site yet some one keep download it and also hotlinks to other site it really pissed me off so do you have scrip or some program to stop this?
thanks

Check this out for protection agains hotlinking:
http://help.directadmin.com/item.php?id=33

You can also password protect that particular directory.
http://site-helper.com/misc.html#password

thank you for your help

I try use .htaccess it not working for me beacause I share it with my other 2 site it also block hotlink to those site of my too