On Windows 95 and NT PCs that use FAT, anyone who can log in has complete access to every file. In contrast, NTFS maintains a list of all users and groups that have permission to read, modify, or delete each file or folder. If you're not on the list, you're locked out.

Caption: Create a private file folder in Windows NT Explorer
by changing NTFS access permissions

By default, all users have full access rights to most files, but you can change that. Create a new folder in NT, right-click it and choose Properties. Choose the Security tab and click Permissions. To lock others out, remove the Everyone group (select the group and click Remove) and replace it with your user account (select Add-Show Users, double-click your account and click OK). Change Type of Access from the default, Read, to Full Control, then click OK.