For more privacy, Windows XP gives users the freedom to make their folders private. Meaning, only the user who created or owns the folder has the permission to access and see its contents.
Here are the instructions on how to make your folder private:
1. Open My Computer.
2. Double click on the drive where Windows is installed.
3. Double click on the Documents and Settings Folder.
4. Double click on your user folder.
5. Right click on the target folder and choose Properties.
6. Go to the Sharing Tab.
7. Check on the box beside Make this Folder Private.
8. Press OK.