Thanks for the help, guys.
Futuristicmonkey, when I click folder properties I can select hidden or read only. Hidden is not a great solution, because the other users can easily go to folder options and select "show hidden folders". I haven't found any other options yet.
Mechbgon, that is an interesting solution for my por..., er, I mean data
What I really want to do is have one partition for OS and programs, one for games, and one for data files. I use Duocor System Guardian backup software which allows fast cloning of a partion with one click. I'd like to have three seperate partitions so I can back them up individually on different schedules. Putting the data partition as an unlettered NTFS folder in My Documents works great for hiding, but I could just as well put all my data files in My Documents to begin with. I have plenty of space on all three partitions, I'm just trying to seperate them for backup purposes and keep one private.