Well, Truecrypt is a program that allows you to encrypt loads of data, and it's super easy to do. So follow along. The methods of encryption include AES-256, Serpent, and Twofish(a combo of the AES and Serpent algorythyms). If you're wondering, Twofish is my personal favorite.
T r u e C r y p t
Free open-source disk encryption software for Windows Vista/XP, Mac OS X, and Linux
"Creates a virtual encrypted disk within a file and mounts it as a real disk.
"Encrypts an entire partition or storage device such as USB flash drive or hard drive.
"Encrypts a partition or drive where Windows is installed (pre-boot authentication).
"Encryption is automatic, real-time (on-the-fly) and transparent.
"Provides two levels of plausible deniability, in case an adversary forces you to reveal the password:
1) Hidden volume (steganography) and hidden operating system.
2) No TrueCrypt volume can be identified (volumes cannot be distinguished from random data).
"Encryption algorithms: AES-256, Serpent, and Twofish. Mode of operation: XTS.
Further information regarding features of the software may be found in the documentation.