You do it by using HTML code in your listing that overrides the properties for the whole page (not just your images) - it's bad form unless you know exactly what you are doing, as you can completely screw up the way the whole page loads in different browsers.
Ever seen ebay pages that look weird? Things like dodgy colours and pictures sitting in the wrong place (like behind text or other pictures)?
This is what happens when you muck around with HTML page properties in your eBay listings.
Like I said before, it achieves nothing other than annoying people. It affects the entire page including things you might not be aware of, and I think it looks totally unprofessional and arrogant.
If you don't want people to copy your images then don't upload them to the internet!