as far as I can see it should NOT
be possible, as the images are directly linked via HTTP.. (but of course i could be wrong)...
any solution that would implement what you want would seriously hog down your server (on a big site)
because for every picture, (thumbnail, intermediate and original) you need an extra database query.. so on a page showing 30 thumbnails.. that would be 30 extra queries !!!
PS: I wrote a alpha
hack once that would hide the urls of the images..
as you dont need the http url but only the filepath.. it would probably work on a dir outside the http, but then again.. beware:
1. its very alpha ..
2. i'm not continuing it.. because of the extra queries..
but maybe it works for you..
check : http://www.photopost.com/forum/showthread.php?t=130589