If you want to hide images, you can make a rar of them and use (command prompt) DOS to fuse them with a harmless .jpeg, .gif, .png or other image format. A file will be created, when its extension is that of a image file, it'll show up as an image, when its rar, it'll open the rar file you fused it with. Only problem is that you end up with a unusualy large image, so an observant person might notice it.
I used this to hide my camwhoredom before I was of age Anyway, a really simple way to hide a file is putting everything you want to hide in a folder, find some random program's main folder, and stick it inside of any of its sub-folders. Game folders work great because they usualy have alot of sub-folders. Then carefuly track down your browser's history and delete any suspicious entries you made that day, and restart the PC. It'll take a specialist to find out, and you don't have to risk using shady scripts.
Also, specialy HD intensive games usualy have folders full of compressed files. Making a rar and renaming it so it becomes nearly identical to those files and storing it among them is a great way too, as long as you can tell it apart from the others.
Another good tip is to aways just recent documents on windows after you have accessed those files an delete any entries that could lead someone to them.
Anyway, best tip is to never download any pr0n, thats just asking for spyware to infect your PC. If you just want to hide a file though, any of these methods work nicely. None of this is illegal either, unless you're using it to hide illegal material of course