Mediabox uses the browser's internal media player for mp4 video and mp3 audio, so we are stuck with the support those browsers offer to enable or disable media player features. In Chromium browser (Chrome, Edge, Brave etc.) there is a controlslist property for the video and audio tags, which can be used to set th controls available. Firefox does not yet support this property, but it also does not display a download option in the media player controls. To set this property for MediaBox depends on how you are creating the popup. If you are doing it in HTML in the Code Editor, then you add the data-mediabox-controlslist="nodownload" attribute to the link, eg:

<a href="https://www.joomlacontenteditor.net/images/big_buck_bunny_trailer_480p.mp4" class="jcepopup" data-mediabox="1" data-mediabox-controlslist="nodownload">Big Buck Bunny</a>

If you are creating the popup using the Link dialog, then add the property as a Parameter in the Popup tab, eg: If you are using the Media Manager to create the popup, then add the property as an Attribute in the Media Options tab, eg: You can read more about the controlslist property here - https://developer.mozilla.org/en-US/docs/Web/HTML/Element/video#controlslist

An alternative to self-hosting the video is to use a service like Vimeo or Youtube. You don't have to publish the videos publicly, but can still embed them in the site or open them in Mediabox.

[quotePost id="114045"]Sorry to be slow to understand, but how does that prevent a bad user downloading files ?[/quotePost]

With video streaming services the video is not hosted directly on your site, and is displayed in the service's own video player via and iframe. This prevents the user from directly downloading the file (however Youtube does included a download button which you may or may not be able to remove). Vimeo includes an option to disable download in its paid plans.

Other streaming video services are available, eg: Wistia - https://wistia.com, Streamable - https://streamable.com

Also, for reference see - https://stackoverflow.com/questions/9756837/prevent-html5-video-from-being-downloaded-right-click-saved