If you are running Win2K, XP Pro, or XP Server 2003, you can use the Windows
Encrypting File System
Otherwise, there are many file/folder encryption software solutions available, most for-fee, but some free. Have a look
HERE.
Whatever method you choose, thoroughly familiarize yourself with the relevant documentation, make absolutely certain you fully understand and can accomplish what is required before doing anything, follow all directions to the letter, and do not lose your password. The machine you may screw up will be your own.