How to block hotlinking to specific subdirectory

Newbie Admin here, so please bear with me. There's a site out there that is
linking directly to one of our subdirectories. When someone clicks the link
on their site, it opens up a popup that pulls multimedia content directly
from our subdirectory. After playing with some settings in IIS , I managed to
get it blocked in other browsers except for Internet Explorer. Management
doesn't really want to block any IP addresses. Thank you.