If you're the only administrator (user with administrative capabilities) on the PC the files in your Documents and Setting (that's XP speak) can't be seen by other users, because they aren't administrator. They are protected, so to say, by your logon password.

It's not VERY safe. A simple boot from a Unix Live CD will make these folders visible for everybody. So you would have to protect your BIOS with a password also. Then one needs a screwdriver to take out the disk and read those files on another PC after taking ownership or from Linux.

That's the problem with all OS based security. It can be overridden by another OS. So you would need encryption more than password protection if you want to have that data really secure. So secure, in fact, that you won't be able to read it yourself if that password is lost somehow.

Kees