Create an encryption container file big enough to hold all of your MP3s on your PC, format it and then store all your MP3s there. Only open it when you want to listen. You should be able to download a freeware encryption program like TrueCrypt or others with relative ease to do this. The encryption container will mount, look and act like a hard drive, but without you opening it and supplying a password, nobody’s going to search that sucker. When you aren’t listening to music, just dismount it.
I’ve used TrueCrypt for a couple of years already. I keep all my spreadsheets and other sensitive financial information in a TrueCrypt container, and other containers for other sensitive information. It’s a great program and important for security of information.