If you want others from getting into your home directory then do this:

Chmod 700 /home/<myusername>

I think that should work pretty well.

Yes, but this won't stop them getting to:

/home/<myusername>/<myweb>

and I can not set 700 for the <myweb> since it must be read
by nobody. Is this how it happens on servers with hosting that
also offer telnet access, you can access the files of the others ?
I told the admin about this problem, and he said it is normal.