1. A method of inserting a watermark signal into video images comprising the steps of: receiving input video images; performing discrete cosine transformation (DCT) of said input video images to obtain DCT values of said input video images; adding watermark signals to said DCT values to obtain DCT values with watermark; performing an inverse DCT on the DCT values with watermark for generating watermarked images; subtracting predicted images from said watermarked images for generating residual images; obtaining the DCT values of residual images and quantizing the DCT values of the residual images; inverse quantizing the quantized DCT values of the residual images; performing discrete cosine transformation of the predicted images; summing the inverse quantized DCT values of the residual images and the DCT of the predicted images for generating DCT coefficients for decoded images; calculating correction signals from the DCT coefficients of the decoded images and adding the correction signals to the quantized DCT values of the residual images for obtaining an output signal; inverse quantizing the output signal, inverse DCT the inverse quantized output signal and summing the resultant signal with the predicted images for generating a summed signal; storing the summed signal in memory for generating the predicted images; and variable length encoding the output signal for providing a watermarked MPEG video signal of the input video images.