Is there a way I can get a plugin or script or something that will make people have to download files from some link in geeklog or something? Or something that will prevent hotlinking of files? I can get it to stop pictures, but files are more important to me.

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I don't think there is a Geeklog-specific way to do this, but you should be able to prevent hotlinking of all types through a .htaccess file (if you are running Apache). Google around to find out how.