Microsoft Windows do not include the folder locking software by default… but i can tell a method to lock your folders without the need of any 3rd party softwares…
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1. Goto the directory where your folder is located. Right click anywhere and click NEW–> New Text Document

http://www.britepic.com/britepic.swf

2. Open the text document and type the following
******
ren Foldername Foldername.{21EC2020-3AEA-1069-A2DD-08002B30309D}
pause
******
Save the Document as anything.bat
3. This was your locker. Now to unlock the File, Repeat the above steps and type the following code
******
ren foldername.{21EC2020-3AEA-1069-A2DD-08002B30309D}
pause
******
save it as anyname.bat
The {21EC2020-3AEA-1069-A2DD-08002B30309D} code converts your folder to control panel.
You can convert your folders to other windows elements too… Get the code from here.
You can download a free software which does all this from our site… Or you can directly download it from here