You could use photoshop to do this, but if you are going to do a lot of files, then this is going to take a lot of uneccessary time.

You need to use a batch watermark proccessor. Simply create your logo you want to watermak with, then tell the program which folder to procces and it will do all the files at once.

I had a quick search and found this one - http://www.lajdesignsw.com/files/DropWaterMark_v1.zip

You might want to try and find a better one though...