|If you mean change a harddrive so only certain user can access it then you need to change their permissions. On windows xp it's annoying but possible. As you can only do this in safe mode. But vista and 7 you can do it on the fly.|
So enter safe mode
Goto my computer (not mine, yours) and right click on a drive then click properties and then goto the tab security. From there you can block users, other computers etc. from using the drive.
Change the setting to how you want (becareful not to lock yourself out as you won't be able to log on. I accidently did this to one of mine a while ago and had to fix it on another pc via a caddy)
Then save or "apply" the settings and wait while the setting are changed to EVERY file on the harddrive (this part can take a while)
Another option is to not let people on your computer.
Or watch them and shout at them if they try to access a drive in C: or E: