There isn't a way to pass protect folders without another program.. but:
You can set your folders to have permissions to only be viewed or deleted or w/e by ur account in XP only.
First, go to control pannel >folder options>vew tab and make sure the setting is set where you WANT advanced security options.
Then right click w/e folder u want to protect, and go to properties > advanced tab i think it is.
In there you can type in the acount names of who you want to restrict, and then click on their names once added to the list and choose ur options for them, u would probly want to just check select all to make it so they cant open the folder, delete it, or do anything at all. You can also restrict groups n stuff.
Thats not im home edition tho cus home edition sucks like that.
And if that fails, try searching for a program that password protects folders for you. You can find them on download.com try searching "folder passwords" or something.