Please see the above post which said how to do it. Basically a video editor and add a known frame to the movie.

If it's data files then use a hex editor and modify a binary file with known info you can look at later on.

You can't stop someone from copying it. All you can do is attempt to leave a trail to help you find if someone has a legit copy or not.

You need to keep track of the changes and to whom those changes were made and when given or sold to.