There are two easy ways to achieve this: Create a password-protected
compressed folder or encrypt an existing folder.
Password-protected compressed folders can be created on NTFS or FAT32
partitions. Opening a password-protected folder requires the right password.
To protect files using a compressed folder, right-click in the desired
location and choose New | Compressed (zipped) folder. Name the folder and
move the files into it. Open the compressed folder and select File | Add
password .
Encrypted folders are supported only on NTFS partitions. Rather than
requiring you to enter a password, these folders are available only to you.
If you want to encrypt a folder and its contents, right-click on the folder,
choose Sharing and Security from the Context menu, click on the General tab,
and click on the Advanced button. In the Advanced Attributes dialog, check
the box Encrypt contents to secure data. Click on OK and then OK again. Win
XP will encrypt the folder and its contents.
You won't notice any change except that the folder name displays in a
different color. Other users, however, will no longer have access to the
folder.