By default, Windows 7 grants full control of the user folder and subfolders to the SYSTEM account, Administrators and the effective owner. Other, non-administrative users do not get any access rights to the user space. These NTFS permissions are not necessarily enforced and may be circumvented, but should prevent the straightforward accessing of files you have described.
Check whether your personal files are stored in the designated userspace %userprofile%, for instance C:\Users\Connie. Saving your documents elsewhere means you have to manage permissions manually.
Next, make sure the other user is not a member of the group Administrators. You can lock administrators out of your personal files, but bypassing this is trivial.
Finally, you could take a closer look at the permissions of the user folder (and subfolders) through the security tab in the folder's properties and untick access rights that are out of place.
Although this will keep most nosey users at bay, if you are really worried about the security of your personal files, the NTFS permissions will not suffice; use encryption instead.
This has been a standard problem with Windows. There probably is a solution, but by default, Windows allows all your files to be public. Quite annoying actually. – Josiah – 2012-12-04T15:45:58.777
This account the built-in administrator or a local account placed into the administrator user group? There is a huge difference. – Ramhound – 2012-12-04T15:55:25.280
2What edition of Windows 7 do you have? A normal user should not be able to search or access other user's files. Double check that you roommate's account is not an administrator. Do you store you files under C:\users\yourname? – Peter Hahndorf – 2012-12-04T16:02:37.680