1. A method for inserting a watermark signal into unwatermarked data, the watermark signal being extracted by application of a given watermark extraction process, the method comprising the steps of: (a) applying a part of the watermark extraction process to the unwatermarked data for generating a first set of intermediate extracted values; (b) identifying a first set of target values that are to replace the intermediate extracted values by; (i) applying a transform to the first set of intermediate extracted values; (ii) applying a further part of the watermark extraction process to the transformed first set of intermediate extracted values to obtain a second set of intermediate extracted values; (iii) identifying a second set of target values that are to replace the second set of intermediate extracted values; (iv) computing the difference between the second set of target values and the second set of intermediate extracted values; (v) adding the computed difference throughout the transformed first set of intermediate extracted values to obtain a transformed first set of target values; and (vi) applying an inverse transform to the first set of transformed target values to obtain the first set of target values; (c) computing the difference between the first set of target values and the first set of intermediate extracted values; and (d) adding the computed difference throughout the unwatermarked data.