I think you are referring to a watermark. This will not prevent someone from copying your image but if the image will pop up in some web site you will be able to verify that its indeed that image.
If you put a different watermark on images on different CDs you'll even be able to know that this specific picture was copied from a specific CD.
Photoshop as well as GIMP can generate (or help you generate) watermarks which can also include conclease information (like the person to which you gave the image to).
