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Securing smartphones' data is a new and growing concern, especially when this data represents valuable or sensitive information. Even though there are many data protection solutions for smartphones, there are no studies that investigate users' requirements for such solutions. In this paper, we approach smartphones' data protection problem in a user-centric way, and analyze the requirements of data protection systems from users' perspectives. We elicit the data types that users desire to protect, investigate current users' practices in protecting such data, and show how security requirements vary for different data types. We report the results of an exploratory user study, where we interviewed 22 participants. Overall, we found that users would like to secure their smartphone data, but find it inconvenient to do so in practice using solutions available today.