Make your folders invisible...:)

1)Right Click on the desktop. Make a new folder
2)Now rename the folder with a space(You have to hold ALT key and type 0160 from NUMPAD).
3)Now u have a folder with out a name.
4)Right click on the folder>properties>customize. Click on change icon.
5)Scroll a bit, u should find some empty spaces, Click on any one of them.
click ok Thats it,

now u can store ur personal data without any 3rd party tools