Restricting Access to certain files

I wish to restrice access to a folder (with several files in it) on my computer, so that only I am able to access it. I would prefer that there be a password on this folder so that if I should leave my computer, no one will be able to access it. Iam trying to protect private information on my computer, in an area where just about anyone can walk up and use my computer (while I was away from it).

I am running Win2K.

Any help would be appreciated.