|You can't really lock a drive from someone that has physical access. |
You can usually use NTFS file permissions. The other users need to be limited user accounts and you put the files you want to secure in the admin user account area.
That really isn't as good as using some sort of encryption. Truecrypt is pretty good.
1/3 of highway deaths are caused by drunks. The rest are by people who can't drive any better than a drunk.