Well, you could check the option "Include Media", and "Encypt", "Compress Media". They are still accessable, however, because DBP just extracts them to a temp directory. The only real way of doing it is to make your own formats. While its not perfect, since its theoretically possible for someone to figure out the file format, it makes it much harder.
Another way to do it is convert the media to a memblock, then save the memblock, then later load the memblock, and convert back to media.
You could also use some simple encryption routines such as replacement, XOR, or shifting.
"All programmers are playwrites and all computers are lousy actors" -Anon