[G4] Securing a USB flash drive

[Orlando Mac Geek]

Does anyone know of a cross-platform (Win/OS X) way to secure a USB
flash drive?  Lexar looks like they have some great software, but it
only works with their flash drives.  All I want is the entire flash
drive to be encrypted.  When the USB flash drive is inserted I want to
be prompted for a password and then have the flash drive mount.  It
seems like such a simple thing but the only thing I can find is the
Lexar product and I do not want to go out and buy another drive.

I know there are things like PGP and creating secure archives, but
surely there must be something simpler.

The Lexar product I am talking about is
http://www.lexar.com/jumpdrive/jd_secure.html

I have a Sony MicroVault.