If I"m just using windows movie maker, can I protect the images so they can't print them? If not, are there any programs that allow this?

 Anything that can show on your computer can be captured by doing a printscreen.
That means they can make prints. Quality may not be great, but it's doable. 

Dave

If you use PicturesToExe to create the slideshow you can disable print screen and other things.