Its Easy. You can set the share password for the folder. whenever a user
tries to access the folder via network. user must have to provide a
password.
Right click the folder and click Properties
Click on the Sharing tab and Click Share This Folder
and set Permissions for the folder by adding and removing users and groups.
the user will provide its logon password when accessing that folder. if u
want only urself to access that folder then add only your user account to
the Permissions Dialog box