Protecting Documents

Hello, my question is this good following, can I protect a folder in my documents so that I can only access it. Can you clarify this.

thank you very much

- Depends on the operating system that takes your machine, in the case of XP, right click on the folder, select Sharing and Security, and marks the box "Make this folder private" --

Thanks for your help was very useful .....

the bad is that if there are other people with administrator account can also right-click and change these permissions, or other tricks you know?