lock any folder without any software

Create a Folder in C drive
Consider  "xyz" is created folder(without quotes ).
Now open Command Prompt from Start Menu(Go Start > Run).
Type "attrib +s +h C:\xyz" (without quotes)  and press Enter key.
This command will Make your folder xyz  invisble.It can not be seen even in hidden files and folders.

To make it visible again
Type "attrib -s -h C:\xyz"
Now the folder xyz is visible
You can lock any folder 
You can lock any other folder also by changing the location C:\xyz to address of your folder.