How to protect PDF and zip files using Protect Content plugin

Hi I have just started with this plugin, created two Pages that are 'protected', created one membership level 'Trader' and registered a Test susbscriber. All this works very well and simply. I have then added a PDF download to a protected Page but the pdf url is not protected as I copied it and accessed it when not logged in? I thought that any content 'linked' to a 'protected' page would be protected?
I then activated the Media Protection add-on but this stopped all my images from being shown?!
I'm probably missing something very basic here but could you please explain how I can protect PDFs and zip files. I don't need anything fancy just so that someone cannot download a file should they manage to find the file url.