Use the Finder Get Info window, and choose "No access" for your folder. It will be inaccessible, until you change the setting in Get Info again. It won't be "safe", since it only requires a simple click in Get Info to undo, but it'll stump newbies.
Other than that, there's really not much you can do with a simple folder.
In Tiger the situation is different, here you can use something called Access Control Lists. This means that you can fine tune the privilege settings, in a way that hasn't been possible before. It's old hat on most other *nix systems, but new to Mac OS X, and it won't work in anything older than Tiger.
For the benefit of other readers in this thread, a little bit extra info (sorry vina_melody, the following won't help you a bit):
For those of you who have Tiger Server, you can use Work Group Admin to fiddle with the permissions.