Make a folder private

If you share an XP computer with other people, you can make some of your folders private. This can be done for folders that are part of your user profile hierarchy, such as My Documents and its subdirectories, Desktop, Start Menu, Cookies and Favorites.
Open My Computer
Double-click the drive where Windows is installed (usually drive (C:).
If the contents of the drive are hidden, under System Tasks, click Show the contents of this drive.
Double-click the Documents and Settings folder.
Double-click your user folder.
Right-click any folder in your user profile, and then click Properties.
On the Sharing tab, select the Make this folder private so that only I have access to it check box.