If other users have administrative rights on the computer you can't lock them ( The other user could get into them no matter what you do.) Encryption software is the only option. I also recommend truecrypt.
My Computer
At a glance
windows 7 RTM x64Phenom II 965 Quad Core 3.4GhzMushkin Blackline 8GB (4x2gb)XFX Radeon 5970 Black Edition