"Creating a shared folder on one of the PC, but only I have permission to access it..from the Network (LAN).

--Other user won't be able to access.--"

Let's get the physical access issue out on the table so you are aware. Let's say I take your "specification" literally and I can breach almost any XP method by either:

1. Moving the hard disk to another PC.
2. Booting a KNOPPIX CD such as noted at http://tips.oncomputers.info/archives2004/0401/2004-Jan-11.htm and then browsing that directory on the machine.
3. Variations of item 2 with other boot CD's or diskettes.

You need to reveal how HARD this security needs to be.

But if everyone stayed in windows, you would simply taken ownership of the shared directory and remove other access with the security tab of the folder's properties.

Bob