Natively, you can password protect the entire device, but not any individual components or files. You might search for some add-on apps that might be able to password protect individual items, but beware that those would be 3rd party apps that could perhaps be circumvented via Safe Mode.
The best protection is a device password -- but be very careful with it as there is no way to override it once it is created. If, for example, you are not very careful when you create the password and know exactly the keys to press (including ALT, etc.), then you can potentially lock yourself out of your BB and only failing the max times can unlock it, also wiping your BB totally clean. Hence, before embarking on this, I always recommend reviewing the comprehensive backup recommendations which can be found via the link in my auto-sig on this post.
Occam's Razor nearly always applies when troubleshooting technology issues!
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