IDG Answers is a community of experts who are passionate about technology. Ask a question or answer one below.
I would be very uncomfortable walking around with all my data on an unencrypted thumb drive. FreeOTFE is available to download for Windows, and as the name suggests, it is free. There are other ways to create an encrypted volume on a USB stick, but FreeOTFE is easy and it works. And free, which is always a positive in my book. I rarely use Macs, but I believe that there may be a built in utility that you can use to encrypt your data. Another application that is out there is TrueCrypt, and it works with Windows, Mac OS and Linux, but I've never used it myself.