How to Create an Encrypted Zip Archive in Windows

In Windows, the easiest way to encrypt an archive is to do it directly from a program like WinZip. All you have to do is select the files, open the Actions menu, and choose Encrypt. Then just choose what type of encryption you want and enter a good password.

You can also do this while you're creating the archive by checking the Encrypt added files box.

Don't use WinZip? Here's a Guide to encrypting files in 7Zip. Once you've created the archive, you should be able to open it in a recent version of any archiver software.