You could put your files in a compressed folder. That would make it so they would need a password in order to access the files. Unfortunately, if the names you've given the stories are too descriptive, this would be useless because the password prompt only appears after you've double-clicked on the file.

Police CAN find out where you've been, but only if they confiscate your computer and have their experts dig through it. Then, they find out every single thing you've ever done ever.

I would assume that the authorities log onto chat rooms posing as children and try to coax a pedophile into showing his true colors to them. But I'm not too keen on the art of catching those types of people.