Prevent direct access to files in a specific folder ?

I have a folder on my server that I use to store .zip files that I upload via an upload script on my website. I want to give access to these files to my "registered/logged in" users. How can I deny direct access to the files if someone other than a registered user has a link ?

For example if a registered user gives a non registered user the download link, how can I prevent the non registered users from downloading that file ?