Normally people use a lot of software to make file locked this normally is bit awkward (i feel so).

This is simple trick to make files locked/hidden....

Step One: Make a Folder in any drive for example in C drive rename it as "xyz" (without quotes).

Step Two: Now open Command Prompt."cmd" (without quotes) in run from start menu

Step Three: Type "attrib +s +h C:\xyz" without quotes and press enter.

Step Four: Command will make your folder hidden and it can't be seen even in hidden files and folders

Step Five: To make it visible again type "attrib -s -h C:\xyz.

You can do this for any folder of your choice just change the address C:\xyz to your folder location.