If you need to transport sensitive data between two locations, the simplest method to ensure your data remains secure is to use an encrypted USB FlashDrive.
There are several solutions available to encrypt USB FlashDrives. The quickest and easiest solution is to purchase a hardware based encrypted device.
Hardware based keys are available from several manufacturers and include:
Windows 7 Ultimate and Enterprise editions can secure USB FlashDrives with BitLocker ToGo.
If you are looking for a third party software solution, TrueCrypt also offers USB encryption.