Okay, to complete this first step, your gonna have to go and downlaod something :) (sorry :| ) and this something isn't just anything! ITS WINRAR!!!!! you can get this from www.rarlabs.com then go to the downlaods section and get it. Now, since you completed that, go ahead and plug in your usb flash drive.
Step 2: Making the "secure" folder!
Now that you have winrar, and you have your usb flashdrive plugged in and all reved up and ready to go. Go ahead and open up the removable disc file thats in your "computer" folder. Now what you have to do is select all the files in there, and then right click. After you right click go to "Add to archive..."
Step 3: Making the "secure" folder "secure."
Now, to actually make it secure. After you add all those files to an archive, a window will pop up ( see picture) You can either make it RAR or ZIP, I personally reccomend zip, because the software for extracting it is default with windows, so lets continue using the ZIP extension. Then go to the advanced tab, then set password, and then type in your choice of password and click ok. ( see picture) And then ok again.
Step 4: You're secure!
Now you have a 100% secure flash drive, so if you lose it and you have imporant info, it won't be harmed (unless of course they break the flash drive...) Also, what I reccomend, is putting a text file in your flash drive that has your contact info and stuff in it. ( Once again, see the picture :P )