external usb HD filesystem help/suggestions
 

I have a new external 500gb usb drive which I am looking to do a little better than my current. My old 500 is formatted ext3, and I can use it fine in linux and to access via windows I use extexplorer and it works well, but I am looking to password this one.

So not sure if I can, but can I format this (ext3, xfs, etc.) to prompt for a pw on connecting/mounting? Then can I still access from windows?

That is my goal to plug it in to either OS and prompt for PW then use it normally, so not sure both if and if so, how to get started.

Thanks,
Lr