LinuxQuestions.org - encryption programs

Let me explain what im looking for, then let me know if anyone knows of any programs that might help me.

I wish to use some form of "good" encryption to secure files on large removable media drives (zip, jazz, usb flash keys, etc).. Basically I want a program I can put on the disk and use to encrypt the files. The program must be on the disk because I wish to be able to use this disk in a large variety of computers. Because I want to be able to use it in a wide variety of computers, the program must also be able to run in windows (it's ok if its a seperate executable, but it must be able to read/encrypt a common filetype).

Now I put "good" in quotes for a reason. I realize that "good" protection is near impossible to achieve in my situation. When I say good encryption I mean a good algorithm, blowfish and the such. I understand that this action will not make my data safe, I am only doing it because I wish to have some level of protection if I lose my disks. If the program is well designed and uses a strong algorithm and I choose a good password, it would be difficult to break into my data and would definitally stop little billy from snooping through my stuff :)

I considered gpg, and will probably go with it (relying only on the protection it places on my private key), but am looking for better suggestions. Performance is not a strong consideration ;;)

Thanks!
Greg