How to set file permissions in Windows XP Professional

How to set file permissions in Windows XP Professional? It should be done the same way as on, say, Windows Server 2003, that is by right-clicking file or folder, selecting Properties in context menu and switching to Security tab. The problem is though that you might not see Security tab. Here is what to do about it:

1.Hard drive where the file is located should be NTFS. Only NTFS-formatted drives support setting file permissions, because it is NTFS-inherent feature.

2.Disable "Simplified sharing". Open any folder. On the Tools menu, click Folder Options, switch to View tab. In the Advanced Settings section, uncheck "Use simple file sharing (Recommended)".