Since not everyone can afford his/her own computer, or to get a broken computer fixed, and has no chioce but to share...I know that Windows XP has different 'profiles' for different computer users, and if you have your own password protected profile on there, see if that helps. Someone extremely computer savvy whose profile has administrator capabilities for the computer could still get to your history, but it would take extra steps.
I would suggest to be sure to log out, have a strong password, and be members/friends only, and clear your history faithfully. Be sure to write things that you do not want your family seeing in "exclusive" entries. If you go members only, and they are really interested in reading your diary, they will simply go to the site they see in the history and create their own diaries and then they can see your entries. I don't know who you are scared of reading your entries, but there is also the option of coming clean if you are hiding something that you are specifically hiding from your family and/or friends.