Nepaliaashish1,
I think I am sure you mean you want to encrypt the the folder by saying lock the folder. If you have Windows XP Professional, this is how you can do:
>Right click the folder
>General tab selected, click the "Advanced" button
>Select "Encrypt contents to secure data
Note that people will still be able to view the encrypted folder, but they can not read of modify the content. However, you can "hide" the folder altogether to keep others seeing it.
To "Hide" the folder in XP:
>Right click the folder/file you want to hide
>General tab selected, select "Hidden" Attributes
Then, to really hide it, depending on your setting, it may not be hidden. Here's how you can do:
>Go to Windows Explorer (the location where your folder is)
>On the menu bar, click "Tools", click "Folder Options."
>Select "View" tab, and then select the "Do not show hidden files"
Hope it helps..