You can always hide it and make sure no one else is an administrator on your computer and doesn't know how to enable show hidden files in the settings. I know for sure how to do it in Windows XP when you are part of a domain, but I'm not sure if you can do it when you aren't...You may be able to set it as a hidden share as well, but again, this is mostly domain user settings.
Hopefully someone from TIMO knows how to do it USING just XP when you aren't joined to a domain.