FileLock
First i have to say i've pinched this from Detman101 who, with his help, solved the issue of unwanted files appearing in the Mediaplayer video list. Cheers fella! 
However i thought i'd upadate it for the Storm boards as i know theres a fair few of us wanting to do this. Also this is really for video files only as you can lock your pics away within the Storms OS.
The first thing you'll need is the filelock.jar which you can download HERE!. You'll need to register first though chaps, just your name/email/phone number or at least i did. Now you can download to either the phone or pc & both have worked for me. If you download to pc you'll need to connect your Storm to you pc & copy the file over to the Storms memory. Once you've downloaded it click on the .jar file & it'll go through the usual download/install process as with all apps.
Then when you've done that you'll find the file in your Download folder on your homepage unless you've moved it. Click on the small pink key & set up your program password. Now all you have to do is browse through your folders & lock the one with all your movies in
. You have to perform a "yes" to The application FileLock has attempted to open local content. Would you like to allow this? to EACH individual file open/lock in a folder but you can just unlock (same process) individual files after that. There is a way to stop this via permissions but i haven't got it to work?
The end result is all unwanted files are no longer in the media player list of content, so the wife/kids will never know 