What is the best way to allow downloads from my site but also keep them secure from anonymous download

Hi everyone,I use asp.net with vb codebehind and my hosting isp uses IIS7I am eager to get some opinions about the best structure for a repository of videos hosted on my website.

I
am currently just sitting them in a directory where a URL on on of my
web pages points to it, the user simply pulls it off from there.

This would be fine if I could protect the directory from non authenticated users.

I
have tried using the config.web to deny anonymous users but it does not
stop someone simply navigating their way into the directory where the
videos sit.

Thanks

 Paul ...