Hi there,
To add to what Silent was saying...
If you are talking about the little box that pops up when people try to right click and view you source code.. and the box says it's not allowed on your site.. that is done with a javascript. There are several different ones that will give you that little pop up box, one can be found here:
http://www.dynamicdrive.com/dynamicindex9/noright.htm
As Silent was saying though, you can't completely block people from doing so because that only controls right click. People would still be able to click on View in their browser and select to see the source code.
Also, it wouldn't work on people who have javascript disabled in their browser. However, there are those that have no clue they can click on View to see it, so you might be able to trick some, but not many. Another thing I have seen people do is add the disable right click javascript, and then on the top line of the code put some note there and skip several lines before their actual code starts, trying to make it look like they can't see the actual code. Here again, only a few people are going to fall for those kinds of things.