I think it's probably not worth worrying about unless you start seeing one person with hundreds of downloads. As No Time To Play said, there's nothing stopping them from just giving someone else the files on a flash drive, hosting a torrent, burning it to 100 CDs, etc. DRM schemes can work, but they damage the experience of your paying players and limit their ability to do legal things with their legally obtained copies. There's some question, as well, as to what percentage of pirates would actually buy the game if they didn't have any other option. That number probably isn't 0%, but I doubt it's 100% either, so keep that in mind.
In my experience it's really hard to get people to play a game at all, even if it's free. If people are interested enough to steal it that's better than no interest at all. Just my two cents.