You can use NTFS permissions to keep people out, and there are various encryption programs avaliable on the Internet, but that's about as close as you can get.
You'd really be better off storing such data on a CD-RW disc, Zip disk, or some other sort of removable media. That way, you can just buy a safe or safety deposit box, and store the media there. The data isn't even on the computer at all this way. So even assuming someone wanted the data you have enough to hack into your system, there would be nothing for them to find.
Can I add a password on a folder on WinXP? I have a folder on my computer where I keep all kinds of business related files and I want to make it password protected if possible...
Does anyone know how?