Locking my folder with password

[Hans]

I am using my company's computer running on XP.

I would like to find out how I can set password request
for certain folders with personal files.

The problem is that company computers have assigned
rights. Etc Administrators, guest.. etc etc.

I only want to set password request prior to access. Can
anyone help?

I am also worried about my data being access illegally
online. Is encrytion enough to protect it?

Please advise. Many thanks.