Check the box and download either the Windows or Mac verison. (8.3 megabyte download).
Unzip to a temp directory.
Double click installer.
Open PGPKeys (Start->Programs->PGP->PGPKeys)
Follow Key Creation wizard. Use a good passphrase, or not - depends how good at guessing things your sister is.
Right click a file you want to hide. Select PGP->Encrypt. Make sure your name is in the Recipients list.
When file is needed, double click file. Type in passcode, save file. When completed using file, delete recreated original (not encrypted). Keep encrypted copy.
This all obviously makes it rather more difficult to use the files. If you've got things you're using constantly, it won't really work. But It's something to consider if you have a lot of archived stuff that you don't really use and she's stealing.