Guess what? Creosote has been banned by EU as being carcinogenic!!! Check it out on the internet.

You can purchase a special deck oil/varnish from any good centre and with a variety of colours too, but do not use Creosote as Dorj said, also its oil based and would become very slippery when it rains.

There is a product called Creocote (creosote by any other name?) but either are very smelly. I would use a regular decking treatment.