This is an implementation of what was suggested in the nodes above:

#!/usr/bin/perl
# filename: marker.pl

use JPEG::Comment;
use File::Slurp;
use CGI;

use strict;
use warnings;

my $images = '/path/to/images';
my $q = CGI->new;
my $username = $q->remote_user;
my $path_info = $q->path_info;
my $filename = "$images/$path_info";

if (-e $filename) {
  my $image = read_file($filename);
  print $q->header('image/jpeg');
  print jpegcomment($image, "Downloaded by $username");
} else {
  print $q->header( -status => '404' );
}

exit;
[download]

This script should be called this way: <img src="/cgi-bin/marker.pl/image.jpg">. All the comments you have read apply to this solution; please note that you should check the obtained $filename to avoid possible problems; remember that served images should not be visible directly.