It all depends how you upload them.
I personally, do not use iWeb, but iPhoto. I just create a hyperlink in iWeb, so my page links people to my gallery. Quick, clean, works fast and that one click publishing is a "gift God sent"
In iPhoto, you can publish an album to MobileMe gallery and disable downloads when publishing - together with enabling uploads and uploads via e-mail, etc....
in iWeb, I'm not sure you can.