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Step 2 - Go to TrueCrypt.org.
Grab their FREE encryption software.
Step 3 - Read the Beginner's Tutorial. Load & Lock.
Ta-daaaa!
Instant FREE encrypted memory stick!!!
(clap, clap, clap)
Thank you.
Kevin
P.S. You can also roll Free Mac/Windows XP/Vista/2000/Linus sticks the same way.
Additional Spybusters Tips.