You are having a problem doing this because you can't. It's not supported by this edition of the operating system. WinXP Home contains basic support for multiple users, but all users are "Administrators", so there's no way to set up user accounts with limited privileges. In addition, it's not possible to secure folders or files from other users on the same machine.
If you want to do this, you'll need to install WinXP Pro,which includes extended support for multiple users and profiles, as well as security between users.
Toejam31
<font color=red>First Rig:</font color=red> <A HREF="http://www.anandtech.com/mysystemrig.html?rigid=17935" target="_new"><font color=green>Toejam31's Devastating Dalek Destroyer</font color=green></A>
<font color=red>Second Rig:</font color=red> <A HREF="http://www.anandtech.com/mysystemrig.html?rigid=15942" target="_new"><font color=green>Toey's Dynamite DDR Duron</font color=green></A>
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<font color=purple>"Some push the envelope. Some just lick it. And some can't find the flap."</font color=purple>