Open the [Add New Case] screen.
Scroll to the bottom of the [Identification] tab.
Click the "Visible To:" drop-down menu and select "My Agency" from the list of options (see screenshot here).
*NOTE* If you do not see the "Visible To:" drop-down menu you must contact your network administrator to activate the ability to make Cases private. Click the [Contact Admin] button in the top-right corner of the screen to send a message.