ffutures | Security software?

While I was at Orbital over the weekend I managed to lose my USB memory stick - fortunately it's been found, and should be back with me in a few days, but it prompted me to think about security issues. This time there aren't any serious problems, but in the future there might.

Basically, I want to give at least part of the drive some sort of password-only access; the snag is that it needs to be something that will work with Windows XP and Mac OS-X, and possibly Linux if I end up going that route. The software that came with the drive works for XP only, which isn't much help.

I don't need it to be totally uncrackable - I'm not worried about business rivals or spies reading the drive, more about e.g. someone seeing a draft letter that mentions them, or something of that sort.

Is there any simple way of doing this?