Nothing will prevent a determined person from grabbing your movies unless it is actually streamed from a streaming server.
As a normal http download movie, a copy is stored in a temporary place on the hard drive, but a savvy user will know how to find it.
There are a couple of ways to make it hard for the casual user:
1. Use the ‘kioskmode’ EMBED tag in your web page. This will remove the “Save As” feature, e.g.
or
2. Open the movie in Quicktime Pro. Go to Movie Properties, Select the ‘Presentation’ Tab and set the ‘Movie Controller’ type to None. Obviously this will completely remove the movie controller but all the keyboard shortcuts will still work.
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Please post back saying what solved your problem. It could help others, and saying ‘thanks’ is free!