Using a Virtual Private Network (VPN)
Under Windows XP, you can only change the permissions on files and folders to make them private if the NTSF file system is being used. The NTSF file system is superior to the alternatives, FAT and FAT32 (which are used in Windows 9x/Me and optional in Windows XP), anyhow, so there is little reason not to be running it. If you can't make folders private, your computer is probably not running NTSF. For information about how to convert to NTSF, open Windows Help and Support, and search for NTSF.
You should also know that the details of the process for setting sharing will differ from what I described if you are in a network with a domain controller, rather than in a workgroup network. For details of resetting ...