"...no software to install...." -- Vista doesn't have such a capability that I'm aware of in all of its editions including the most common ones (home / starter / etc.). They crippled or removed the disk/file/folder encryption, they took away the ability to make password protected zip files (which is present in XP), they crippled the file/folder sharing to remove most of the fine grained access controls to shared resources.
If you want a solution that generically works on Vista(any version), you need (AFAIK) to use 3rd party software to accomplish the task.
Truecrypt, 7-Zip, SecureZip, GPG, PGP, et. al. would appear to be potential solutions for password based security.
If you have a less crippled version of Vista you might be able to do something with its file/folder encryption, filesystem permissions, or network/folder sharing security options.
If you just want a notepad type program that stores its files encrypted with a password they exist, but, again, it is 3rd party s/w.