Follow this steps:
Open My Computer
•Double-click the drive where Windows is installed (usually drive (C:), unless you have more than one drive on your computer).
•If the contents of the drive are hidden, under System Tasks, click Show the contents of this drive.
•Double-click the Documents and Settings folder.
•Double-click your user folder.
•Right-click any folder in your user profile, and then click Properties.
•On the Sharing tab, select the Make this folder private so that only I have access to it check box.
If you still have any problem then please write it down...