Thanks Jason, but I did that and it enabled "option to save images" which turns out to be the entire full-size file even if you check "small" when "allow"ing downloads under the access control > image protection sections.
I figured it out (I think). If you have the box checked next to " Allow downloading of original, full-resolution images." That checkbox is confusing because it is right under "Largest allowed image size" which is under the "image protection" tab of the "access control" section. Checking an allowed image size and checking the allow downloading box have nothing to do with each other.
If you don't want people to be able to right click and copy anything, make sure that in Customize Visitor View you pick "hide" under option to save images.