Newspapers aren't supposed to take pictures of the Prince while he is studying, so he can enjoy a fairly normal life.
The pictures in the News of the World show the 20-year-old riding his bike, shopping and chatting to friends.
St James Palace is now talking to the Press Complaints Commission - who tell off newspapers when they do something wrong.
The paper said the pictures don't mean that loads of photographers are going to start following the Prince around, something they shouldn't be doing.
But a Palace spokeswoman said: "We take a dim view of the publication of these pictures."