Directory/drive private n XPPro

I am running Windows XP Pro. I thought that when I right clicked on a dir or drive, I should have the option of making that dir or drive (or file) private. But where it says, “To make this folder and its subfolders private so that only you have access, select the following checkbox” that referenced box is not available (it’s dim or subdued and unavailable). My computer is an Athlon 900. I have two 40 gig hard drives, one of them is partitioned, but this problem exits no matter what drive. Thanks a lot for any help, suggestions. Joe (jburr@tampabay.rr.com)