You say any body can delete your files? and copy data?
Does this mean you are sharing your computer with other people at home? or across a network or?
What do you want to restrict and prevent in particular?
You could do lots of things..
You can create a zipped file and put a password on it to protect your files. You could have you own external hard drive or flash disk, to save your work on.
You could create user accounts for everyone, so they all have their own space on the computer (if you are the administrator)
If its family / friends talk to them, and explain what the problem is, and not to copy certain data??
If its across a network, make sure you have an active firewall (windows provides a basic one, found in control panel)
Theres plenty of free software to run virus and security scans, if you dont want to purchase something like Norton.