Yes, the index page in every directory is about the only solution - it can be either:
A blank page, a "no browsing my files" page, an "under construction" page, a mock-up of a 404 page ... I Like the idea of a fake "Index of" page.
More usefully, it could also be a refresh to your real index...
http://webdesign.about.com/cs/metatags/a/aa080300a.htm
For kicking someone from somewhere you don't want them, a delay of 0 is probably appropriate