I found this andorid app helpful. It can password protect all files on android device.

VeryAndroid File Protector is a powerful tool for android and computer users to password protect files/folders on android or computer. It guards your previous personal folders and files of almost all kinds, such as an important document, your favorite photos, music, movies or other files, and prevents other people viewing, alterting or deleting your documents without your permission. You donít need to worry about the security of your important data any more.
Go to the Market (on your Android) and search for it to try.

Good luck!