Unfortunately, it is no longer uncommon for people to get online one day and see their dog in someone else's video or on someone else's website.
Will most of us fall vicitim to this? No, probably not.
One of the things you can do to help deter theft is to "water mark" your pictures. I only know how to do it in Photoshop, but hopefully other members will be familiar with other programs and can share techniques.
It's very easy in Photoshop - make a text layer and then change the layer opacity. You can find the opacity scale on the top of the Layers palette. Save it out as a .jpg file and you're done!