hello every body

is it possible to have a privacy system as like in Linux ( ubuntu or mint etc..) in windows.

in Linux the user profiles , documents saved in the memory partition can not be seen by the others

for example
if i keep a folder in the documents or desk top or any ware same can not be seen / accessed by the other user
this is a fantastic system.

BUT IN WINDOWS
if i save a folder in memory say for example D:\
that can be seen and accessed by almost all the users who logs in.

how can in get this kind of functionality in windows xp & window7