With Windows Sharepoint Services v3 its impossible to have a view of a list or a document library with permissions. Not sure if you can do this in MOSS either.
Or may its possible but i don't know
What i know for sure is we can set and manage permission on each item on a list or on a document in a doc lib.
There are times were we need such scenarios but unfortunately we can't implement it in WSS v3.
After looking around for options i actually came across this solution for a list and view by at :
SPListDisplaySetting
SPViewPermission
I haven't played with it yet and i don't think Laurent Cotton has a solution yet for a doc library...
Anyway enjoy and happy sharepointing 
EDITED:
If you are still interested in another solution .
You can give laura's solution a try.
Hope this helps