There is no native support for password protecting a folder on a standalone PC, not since windows2000 - what happens these days are permissions are set - so you might have a password on your user profile so only you can access the PC. Then you log out when done, and your sis has to log in, and only see's what she is allowed to see.
But this is impractical. For one thing, why would your sister log you out and herself in if all she wanted to do was look something up with Google - just would not happen. You could add a password to the screen saver, but that's less than ideal. Then you have the problem of what your parents think about you having a protected profile that they cant check.
No, password protecting a folder was the best idea, but M$ got rid.
What you could do now is just hide that folder, find it in explorer, right click it, then select Hidden at the bottom. That would hopefully keep your sister out, as long as you had the 'show hidden items' enabled. Still not ideal though, makes it a bit annoying to search it yourself.
So I think the best advise has already been given, use an encryption and backup sorta application to take care of it for you, especially if you would hate to loose these pictures. If it is just albino amputee dwarf porn, then you might be better off loosing it

.