How do I make a folder on my computer have a password so that no-one but me can access it?

Password Protect a Folder on the Mac

Open up the "Disk Utility" application
File -> New -> Disk Image from Folder...
choose a folder to protect
choose "AES-128" encryption and press Save
Enter your desired new password twice (Do not forget it.)
This process creates an ordinary Macintosh disk image (.dmg) file. The disk image contains the entire contents of the folder, but cannot be opened unless the correct password is supplied. To open it, just double-click the .dmg file in Finder. A password dialog box will appear. Once you supply your correct password, Finder will automatically unencrypt your data and mount the image as a disk.

Now you can move the .dmg file to any place you want, and you can even delete your original folder since you now have the .dmg version.

If that method isn't simple enough, you can use a program to make your folder disappear from view and only you know it's there, and even when you do try to open it a password is required. There are many such programs out there... here's one:

Altomac - Hide Folders, freeware program to protect documents and folders on Mac OS X (http://www.altomac.com/hide_folders/)

Try to use LoginTrap. (http://www.protemac.com/LoginTrap/)It's tool can capture every login events by using iSight.I use this tool and I know who logs on my Mac. It's really good program. Try)

As for me I prefer Logon Sentry ( www.protemac.com )