password to folders

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C++

C

VB

dear sir,
how can give password or some security to my folders in pendrives without any software apply?
i use my 8gb pendrive to transfer data, but some data i want to lock for perticuler persons(my share market reports,).
this password protected folders can access on any machine when i give to my password to that folder.

or
give me a small .exe.that can run on any machine to give my password.

thank you.