Quote Originally Posted by Shaggy Hiker
Ultimately, the only solution resides in your pocket. Get a flash drive (or a removable hard drive, but a flash drive is more portable). You cannot guarantee the security of any folder on any computer, so keep anything you want totally secure on removable media. Alternatively, you could encrypt the contents of a folder, but that has issues, as well.
That is somewhat true, if you use an NTFS drive and right click on any folder or file and goto the security tab (you may have to enable the tab first) you can assign permissions to users. Or take away permissions. Deny permissions take priority over allow (very important piece of trivial information!).
Example:
If you Deny "Everyone" then you deny every user permission to access that file, including you.
Example 2:
If you Deny Bob write access to a file, but allow read, he will not be able to write to that file.

However, this was said already, most things under Windows are accessible by anyone in the administrator group. If you don't want this, just remove their permissions, do not deny because if you are in the administrator group you are denying yourself permissions to the folder/file.

Thats permissions in a nutshell

Fyi, to enable the security tab, goto Tools->Folder Options->View Tab->Scroll to the bottom of the list->Uncheck use simple file sharing