Compressing Files

I use WinXP home edition and NFTS what I would like to do is make a compressed file so I can password protect it and put files in it that other uses do not need to view. Basically so when my kids are on this computer under their user name there is no way they would possibly be able to see some of my files that are of adult content.
What I have tried to do is open my docs right click on an empty space and I want to select New/Compressed (zipped) folder but I do not have any option for this. I have Folder, shortcut, then a variety of other programs which include WinRar archive and WinZip file but nothing that says compressed.
I receive a tip of the day in my inbox and below I have pasted a copy of this telling me how to make a compressed folder which I understand how to do but I can't do it because I donot have an option for New Compressed Folder. So I really need to know what I am doing wrong and how to select a New Compressed Folder so I can put content in it so I can password protect it to keep the material from being seen by my minor children.
Protecting Sensitive Files
If you share a computer with others, you may want a bit more protection for your personal files than Windows XP offers by default. There are two easy ways to achieve this: Create a password-protected compressed folder or encrypt an existing folder.
Password-protected compressed folders can be created on NTFS or FAT32 partitions. Opening a password-protected folder requires the right password. To protect files using a compressed folder, right-click in the desired location and choose New | Compressed (zipped) folder. Name the folder and move the files into it. Open the compressed folder and select File | Add password .
Encrypted folders are supported only on NTFS partitions. Rather than requiring you to enter a password, these folders are available only to you. If you want to encrypt a folder and its contents, right-click on the folder, choose Sharing and Security from the Context menu, click on the General tab, and click on the Advanced button. In the Advanced Attributes dialog, check the box Encrypt contents to secure data. Click on OK and then OK again. Win XP will encrypt the folder and its contents.
You won't notice any change except that the folder name displays in a different color. Other users, however, will no longer have access to the folder.
Thanks for any help anyone can give me..
shewolf

 

WinZip and WinRar are file compression programs. Either should do the job.

 

I know what they are but I need to make a file compressed before I put other information in it but I have no button telling me that I can make a New Compressed (zipped) folder. It just says new folder I want to make a new folder that is compressed so I can put files into it (please read the blue part of my original text as that is what I am trying to do). When I right click to make a new folder I am not givin the option to select a New Compressed Folder so what I am trying to find out is how do I make a New Compressed Folder so I can move various files into this folder so i can make this folder password protected as stated in blue in my original post.

 

I don't know why you're not getting the option for creating a new compressed folder, but what about if you right-click on an existing regular folder, then go to the 'send to' option...does it give you the option of creating a compressed folder there? If so, you could dump your files into a regular folder & compress it afterwards.

 

Now I really feel dumb... thanks so much I knew I had seen that option before ty for refreshing my memory on how to access it..
thanks again....
shewolf

 

No problem, glad I could help. You really should also be getting the "compressed (zipped) folder" under the right-click "new" options as well, so don't feel dumb. I don't know why you aren't getting it though. Have you used any tweaking programs to change Windows settings recently?