Truecrypt

Truecrypt

If you run around with a laptop and worried about it ever getting stolen of broken into with your personal information, or ever having your desktop stolen right out of your home, then here is a solution you can use:

http://en.wikipedia.org/wiki/TrueCrypt

This software (which is free) gives you the ability to encrypt your files, a volume, or even your entire harddrive.

It currently supports:
Windows 2000/XP/Vista
Linux

The new version to be released this month will also support Mac OSx, and Linux will be updated to have a full GUI.