u need to use a 3rd party program, it isn't supported in windows natively
what works for me, for most things, is just hiding the folder. Now it's pretty easy for ppl to find a hidden folder, which is why I also mark it as a system folder, so that even if someone has their settings set to view hidden folders, they will not be able to see it. Of course if they also choose to view "protected operating system files" they will still be able to see your folder, but that option isn't recommended and I've never once seen anyone other than myself use it.
so now the code, its real easy, open up a cmd window and type
Code:
attrib +s +h +r "new folder"
where "s" marks it as a system file, "h" as a hidden file and "r" as read only
and "new folder" is the name (or path) of the folder you want to hide
to unhide the folder, use the same code except change all the plus signs (+) to minus signs (-)
or, to view the folder without unhiding it, open up any windows explorer window, go to tools-->options-->"view" tab--> uncheck "hide protected operating system files" and also select "Show hidden files and folders"