password protection

[cyberguy]

Is there a way that i can password protect an executable file, such as a game, and not allow any other users on the computer use it except me, and not allow them to remove it except me? Because my dilemna is that i loaded a game onto the family computer, my sister thinks that she can control everything on there, so she took this game off one time, so this is the 2nd time i put it on. I created my own user on XP, so i put it in there, but i know she can still access it on her account. So how can i go about doing this?