dirLock is a great, free program only available for Windows, being part of the category Security software with subcategory Blockers & Access Control (more specifically Files & Folders).
Lock My PC
Lock My PC is a good, trial version program only available for Windows, that is part of the category Security software with subcategory Blockers & Access Control (more specifically PC Access Control).
USB PC Lock Pro
If you've ever worried about what's happening with your PC when you're not around then this is an ingenious solution - use USB PC Lock Pro to lock your PC with just a simple USB stick.
K9 Web Protection
Lock A Folder
Estelar Lock a Folder is a lightweight and easy to use window security program which you can use to lock a folder, file and other computer resources to make them inacessible to both local and remote users.
Sharing a PC is never a good idea if you've got sensitive or confidential information that you don't want strangers, or even loved ones, to access.
HiddeX is a tiny, portable freeware application for Windows that can easily hide any window, program, browser or game in the background with one click or hotkey.
Smart Windows App Blocker
Do you want to prevent the use of specific programs installed on your PC? With Windows Smart App Blocker, you can do just that.
If you travel often with your laptop then there must have been times when you've had to leave it alone momentarily.
If you use a key to block access to your home or your car, why not do the same for the computer?.