You could set up Multiple Users. Give yourself the "Grand Master of The Macintosh" title and normally use the "lowly grovelling peasant" account - or stick that one on anyone else who might be using your computer for vital and important games.
Put the special folder at root of your HD. Give the lowly peasants access to everything else, and write-only (drop folder) access to the special folder. You only have to invoke the "Master" account when you need to get stuff out of the special folder.
This is not a completly secure solution. If the lowly peasants think of booting your Mac from a CD, they would then have normal access to the special folder.
It seems to me there is a trick to get Apple File Security to grab a whole folder, but I can't seem to think of it right now. It was something I remember seeing about 6 months ago... it was one of the "Mac Tips of the Day" on ZDTV's "Call For Help" program, if that helps.
This early memory loss stuff is getting annoying.
