It would nice to be able to turn on hotlink protection in the CP
It would ;), and at some point we will. Until then it can be done via the FileManager or just via straight .htaccess. There are many tutorials on this in the meantime until we get it setup and working.
Yes I understand that, really there are other things I want to see included before had. And thankls for repling its nice to see the devs read and care what there users want.