Perhaps you have love notes, a revealing diary or photos you never want another soul but yourself to see. Here is a suggestion for creating your own "Secret Box" for stashing these things away.

"Dear Diary, I wonder where I can hide my diary from my pesky brother.."

[edit] Steps

Choose a wooden box from a craft shop. Select a size that will hold your secret treasures without bending or crushing them. They are usually near the beads and faux fur. (Or you could buy a cash box that locks and take out the tray that the money goes in. You can get a cash box at many stores...even Wal-Mart.)
Buy a padlock immune to lock picking. Ask a locksmith if you cannot discern for yourself the type of lock capable of resisting picking by a would-be snooper.
Install the lock. If you cannot do this yourself, ask a locksmith to do it.
Paint or decorate the box. This is the camouflage activity that will make your box "secret". Make the box look as innocent as possible. Make it up to seem as if it is something other than what it is. For example, a box for make-up or hair clips and ties, a CD holding box, a craft materials box or even decorate it so horribly that nobody would ever think to look at it! Even a 3 year old's scribbling on a craft box is enough to put off would-be snoopers who may simply dismiss it as junk. (Or if you want it to look nice, you could paint it your favorite color and decorate it with pictures of your favorite things such as flowers, sports, your hobbies, your pet, rhinestones, etc.)
Put things you want to keep secret in the box.
Put the key to the lock somewhere safe. Don't keep the key out in the open, but don't forget where it is!
Tuck the box away somewhere safe; this way it can be a secret. Don't leave it out in the open. Try to have it blend in with your surroundings. You could slip into the bottom of a hamper, put it under some clothes in your dresser, stack it in your closet with other boxes, hide it under some stuff in a crate or big plastic container, hide it behind some stuffed animals, etc. The point is to keep it somewhere where it is hidden and where no one will expect it or notice it.
To keep your box a secret, make sure no one is around when you open it/look at stuff in the box. Whenever you get something out of the box such as your journal, hide the box while you are using the journal or whatever so that if anyone comes in, they won't see the box and ask what is inside. Once you are done with your journal or other thing, you can put it back in the box and put it back in its secret hiding spot.

[edit] Tips

Hang the key on a piece of yarn or string and keep it in a desk drawer or somewhere else you have bits and pieces in one easy-to-locate place.
Instead of using a lock and key, you could always use a lock with a combination. You could write the combination on a slip of paper and put it in a jewelery box or an underwear drawer, or you could write it on the inside of a drawer or on the base of a lamp or something else that people don't really look at the base off.
In your secret box, you can keep things such as your diary or journal, names of your crushes, secret notes and letters from your friends, special tokens that mean a lot to you that you would never want to lose, poems or songs you've written, ideas for stories you have, or anything that you don't want anyone to find or know about. (Even your favorite lipgloss that your sister likes to steal, or the baseball that your brother always takes without asking.)

[edit] Warnings

Do not lose the key or the combination to the lock. If you do, you will be forced to either cut the lock or break the box open to get your things out.
Do not hide anything illegal or harmful in this box to hide it from your parents. This is very wrong, and not the point of this article. The secret box is to keep your secrets, fears, hopes, dreams, memories, and wishes in... It is not to keep your "secret vice" in.