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mydownloads and wf-downloads do a very poor job of link protection because it's so easy to find the direct link to the file. i've never used pd-downloads so i'm not sure if that module is any better.
i've used .htaccess before and it has it's own problems. you can block all access to the file unless it's from your domain. the problem is that a LOT of people's firewalls blank out the referrer information and they can't download the file. if you allow blank referrers, then the file isn't really protected at all.
i would recommend using the modified mydownloads module from
http://products.thirdeyesoftware.com . i haven't used it yet but the way it restricts access to the file seems like the best solution so far.
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I hate Mortal Kombat
