If you are not the only user on your computer, you can make some forlders private and only when you log in with your username you can see them.
This option is only available for folders included in your user profile.
Folders in your user profile include My Documents and its subfolders, Desktop, Start Menu, Cookies, and Favorites. If you do not make these folders private, they are available to everyone who uses your computer.
Open My Computer. Then, double-click the drive where Windows is installed (usually it's drive (C:), unless you have more than one drive on your computer).
Double-click Documents and Settings folder.
Open your user folder.
Right-click folder in your user profile you want make private, and then click Properties.
On the Sharing tab, select the Make this folder private so that only I have access to it check box. When you make a folder private, all of its subfolders are private as well.
For example, when you make My Documents private, you also make My Music and My Pictures private.
When you share a folder, you also share all of its subfolders unless you make them private.