This seemed like an easy enough query, so I popped into Window XP Help and typed in "encrypt", just to find lots of information on the Encrypted File System (EFS) but nothing else of value to a typical Windows user. EFS looks interesting, but it's not at all what you're talking about: in fact, it's a completely invisible encryption system that only matters if your files are copied onto a different computer. Not useful.

I then popped over to a favorite Windows software site, download.com, and started searching there. Lots and lots of solutions, but precious little that was freeware. If I wanted to spend $39.99 or higher, there were solutions, but jeez, I just wanted to password protect a file or two.

A few people suggested that PGP would be a good alternative, as an open source encryption standard, but while there are plenty of free PGP apps for Linux and Unix systems, the only desktop Windows app I could find was a commercial program with a 30-day trial. Still not quite right.

I thought about the problem obliquely and realized that one simple solution would be to use a ZIP or other archive program and simply assign a password to the archive. Again, it's not easy to find a free, open source archive program that was available for Windows, but after much digging, I did find a winner, an open source archiver called PeaZIP.

I downloaded the application, installed it and during the installation process, came across this screen:

This lets you add PeaZIP features to your Send To contextual menu, including the one we want: "+ Encrypt". I checked it off, as you can see, and continued with the installation.

Finally, I can encrypt my test file, a PDF called "Annual Report", by simply popping up the contextual menu (right-click on the desktop icon) and choosing Send To --> + Encrypt:

It pops up a window that asks for a passphrase / password, exactly as I'd hope:

Once it's done encrypting (and, conveniently, compressing it too), you'll see this:

On your desktop are now two versions of your file (or files), the original unprotected and the encrypted archive, as you can see on the left here:

I launched the above window by simply double-clicking on the encrypted file. Decrypting / unscrambling the file is easy: just click on "Extract All" and...

Enter the same password as you used to encrypt it (hint: use a short sentence!) and you should see:

Done! Now your file is back to its original state and neatly tucked into a folder.

To use this, I suggest that you encrypt the original file, then drag it to your trashcan and delete it. It's still recoverable with an undelete application, but for a casual user, the original has vanished and the encrypted copy is all that's visible.

Hope this helps you out!