Quote :
Windows users: You can hide data from other users by turning ordinary folders into links to the Control Panel.
Quote :
It basically involves using a script to morph the folder into something completely different so that it's still visible, but nothing inside the folder is accessible. In order to view the data, you have to run another script to morph it back. Anyone who clicks on the folder will be brought to the Control Panel and simply think it is a shortcut.
Link :
How to create a secured and locked folder in Windows XP [Computer Tips From A Computer Guy] via Lifehacker