I`m using Windows XP Service Pack 2.

How do I set up a password in order to keep somebody from my workgroup network entering my computer? It sounds simple, but I cannot find it.

any proof that they are doing that ?

Where is that person entering your computer? On a share? Using a local account? You should be able to set a password on a share pretty easily (if Simple File Sharing is disabled, that is -> http://compnetworking.about.com/cs/winxpne...t/winxpsfs.htm). Local account you can delete (if your admin).

Disable file sharing.
Disable Remote Desktop (I think that's what it's called).