Here is the tutorial for our paid users:
http://www.paidmembershipspro.com/2013/09/locking-non-wordpress-files-folders-paid-memberships-pro/
And this addon is still in development (the rewrites it generates don’t work in all environments and in general reading files through a PHP script won’t work in all environments): https://github.com/strangerstudios/pmpro-protect-uploads
In general, you want to update your .htaccess or rewrite rules to foward traffic to /wp-content/uploads/* to the /services/getfiles.php script in PMPro (or a similar script) that will load WP, check for membership, and then redirect or read the file that’s wanted.