I'm not sure all my photos are safe from people downloading them.  I have put a watermark on them, but I still don't want them downloaded.  I've deselected the auto option to allow downloading original images.  Should I do anything else?

 Thanks in advance for your answer. 

 if you have deselected downloading originals, and put a watermark on your photos, then no one can get your original files, and people can only copy what they see on the screen.  as far as making it impossible to take what is on screen, there is nothing you can do about that except don't display images on the web.  as long as something can be seen on screen, it can be taken as is...  kinda like selling cars... you display one on your lot, someone will have the knowhow to steal it.   

Other sites like Smugmug and Exposure manager have 'right click' protection. Is the above (de-selecting auto downloading) Zenfolio's version/solution?

they should be able to easily implement a right click prevention feature, but i (and most everyone else) can probably get around it even easier than they can get it running.