There are many paid softwares available  to serve the purpose . But who likes to pay for softwares these days so here’s a simple solution:

All you need is a compression software like Winzip, Winrar or 7zip.

Right click on the folder you want to protect  and select Add to Archive.

Look for encryption section and specify a password.

If you also  check mark ” Encrypt file name”,it will protect individual file names.

Select OK , to compress your folder.

Now when you click to extract file , It asks you to enter password.

That’s It.  Now you can write this file on CD/DVD or copy to USB.

Off-course many people will like this to be more formal and easier. But for that you will need to purchase an encryption software.