Downloads and media files protection

Hello guys... I'm configuring the plugin, and I really would like to mask the url to protect media and downloads, but when I change the url for example from http://www.mydomain.com to http://www.mydomain.com/downloads to mask wp-contents and that stuff, every image show broken in my website. Why? Do I need to create another path or something?

P.S: I think that I obviusly can't put the images into the masked path :S. Please explain me better this.
Thankyou in advance.