I think u should use softwares .I think u shouldnt use folder lock it is easily breakeble.If u want to create a new folder like the one of the my document u can do by following the steps given below.
Create the following series of keys and values in the registry at [HKEY_CLASSES_ROOT\CLSID] or [HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID]. The GUID, globally unique identifier, can be a random number, in this example "FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345" is used.
Create a new key called [HKEY_CLASSES_ROOT\CLSID\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}] and set (Default) to equal the name of the folder e.g. "My Folder".
Create a new sub-key under the main key called "DefaultIcon" (i.e. [HKEY_CLASSES...ABCD1DE12345}\DefaultIcon]) and set (Default) to equal the filename for the icon you want to display e.g. "c:\windows\myicon.ico".
Create a new sub-key under the main key called "InProcServer32" (i.e. [HKEY_CLASSES...ABCD1DE12345}\InProcServer32]) and set (Default) to equal "shell32.dll", also create a new String value called "ThreadingModel" and set it to "Apartment".
Create a set of sub-keys starting at the main key "Shell\Open My Menu\Command" (i.e. [HKEY_CLASSES...ABCD1DE12345}\Shell\Open My Folder\Command]) and set (Default) to equal the command to execute when clicked, in this case explorer, e.g. "explorer /root,c:\MyFolder".
Create a set of sub-keys starting at the main key "ShellEx\PropertySheetHandlers\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}" (i.e. [HKEY_CLASSES...ABCD1DE12345}\ShellEx\PropertySheetHandlers\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}])
Create a new sub-key under the main key called "ShellFolder" (i.e. [HKEY_CLASSES...ABCD1DE12345}\ShellFolder]) and create a new Binary value called "Attributes" and set it to "00 00 00 00".
(Optional) To place the folder on the desktop add the following key:
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\
Explorer\Desktop\NameSpace\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}]
(Optional) To place the folder in My Computer add the following key:
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\
Explorer\MyComputer\NameSpace\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345
source :- *www.pctools.com/guides/registry/detail/73/