If you have some personal matters in your hard drive that you don't want to share with any one. Then, this trick may help you a lot. We can do this using Third Party Software of course. But, for doing this without any third party software. You have to just unassign the letter assigned to your drive. If you don't know how to assign/unassign letter to an specific drive you have to follow these steps:
Step 1: Right Click on My Computer and Click on Manage.
Step 2: Then, Click on Disk Management In Left Side under Storage option.
Step 3: Right Click on Drive which you want to Hide.
Step 4: Then, Click on Change Drive Letter and Paths.
Step 5: Finally, Click on Remove and then, Click on YES.
Step 6: Check My Computer, Drive is disappeared. ;)
And YES! You have done it without using any software. :)