An outfit called http://www.mp3raid.com/ has been carrying links to at least one of my music files. Can I block this activity?

   I assume your music files are on a website.
   Some web hosts do allow you to block traffic from certain URLs.  Such a feature would be in your web account's control panel if you have one.  If you don't find that, go to your provider's website to see if they provide that and if not ask their tech support about it.
   Another option is to ask the mp3raid.com website to remove the link.  Most websites will comply with such a request.

I am now also finding that many sites are linking to my graphics!

I honestly do not believe that in this day and age personal approaches work. The internet ethos is all wrong for this.

I remember reading somewhere that one could block attempts to link to graphics and sound files and even includes by tinkering with the .htaccess file on my virtual server (to which I have access)?

   I was just speaking from experience.  I do ask websites to remove links to my files and they do comply.
   If you want to know about .htaccess, do a search for it on the internet and you will find all kinds of websites telling about it.  When I have used it, it blocked more than I wanted it to.