You mean by right click in your html code ?
"The Golden Rule":
Anyone who can watch your video can copy your video, you can only make this more harder to do.
Read this for information :
www.longtailvideo.com/support/blog/13088/securing-your-content
we have a solution based on 'Bits the run server', who uses sign url, it means that your media url link have an expiration date (it can be some minutes as some hours as you want) , those link are dynamically generate by our module and plugin according to a secret key and a api key.
we can also add rtmp streaming who is more secure than http streaming. (encryption of the stream), but as it's adobe flash technology it's no available on HTML5.
you can test it here for free (but you will need the advanced module) :
www.joomlarulez.com/faq/51-faq-video-joo...eo-joomlarulez-.html