Not sure you can successfully password protect a folder but you can
always password protect the documents inside it - depending on what
they are of course, not all file types support password protection.

I use CryptKeeper, seems to do the job, and I encrypt my files on Ubuntu
One.

could you please send a link for it?

Cryptkeeper should be in the repositories. Open upyour software
manager and do a search for it... That usually has a link to relevant
web pages also if they exist. I didn't see it from a quick google
search either.