why would you want to?
if the end user wants to mess about, it doesn't affect you in any way does it?
Sure it affects you. In the old days, you would make a game, and your three main distribution points for shareware were CompuServe, AOL and indie BBSes. If you did NOT protect your media, people would often change it to their liking, including copyrighted artwork, like "NES, Super Heroes, characters" or change it to "adult themed" artwork. In turn, they would post these modified versions to indie BBSes, and even back to AOL or CompuServe.
People would download the modified shareware versions and get something completely different than what they expected, often with illegal content, or content not aimed at minors. Besides the potential to ruin the reputation of a company, getting angry letters from parents, there is also the potential of legal action from the copyright holders of the artwork for having it in your game. This is why even in the DOS days, people protected their media.
Today is no different. It is even worse with the outrageous number of Shareware sites, it is not uncommon to see games & developers still falling victim to these same issues.
Any developer will always take a reasonable approach to protect his work. Not so people can't steal it, but just so the "average joe" can't mess with it in some way.
Maybe you should check your contact adress and/or send them evidence of your purchase.
I have, at least five times in the last month :c( THey used to be great and no troubles, for me.