Want to protect private files!!

From: frustrated kev (kev_at_discussions.microsoft.com)
Date: 12/31/04 

Date: Fri, 31 Dec 2004 00:25:07 -0800

Anyone help me?
I run XP and just want to keep some files private from others on my computer.
I have followed all steps ie, right click on properties then check the box
marked 'keep my file private' but it is greyed out and wont work
I know i can make the files 'hidden' but they can still be opened, anyone
any ideas?
Thanks Kev