I think the only possible answers to your question are:
1. If the BIOS allows, set a BIOS password without which the computer won't start. Not very secure as it's not too difficult to reset such a password.
2. Encrypt the disk, or parts of it. If you have XP Professional you can use the EFS, otherwise you'll need some third-party software such as truecrypt. If you go for this route I would suggest only encrypting the folder that you wish to protect. Also, make sure that you set a Password that you cannot forget, or write it down and keep it somewhere secure. If you forget your encryption password you lose your data.
There is no system, other than those that rely on some hardware key, that I can imagine that would protect your data if the encryption password is broken, which in the case of the EFS means your logon password. However, it is not difficult to set a password that is - to all intents and purposes - unbreakable. My favourite way is to pick a memorable phrase of 10 characters or more, with a mixture of capitals and lower-case, and then do the old trick of substituting numbers for "O" and "L". For example you might pick a song title, say "Great Ba11s 0f Fire". It's easy to remember, but too complicated for a brute force attempt to crack.