You can keep the data on your USB drive or external harddrive secure by encrypting it. Some anti-virus programs include encryption features and recent versions of Windows have the BitLocker feature that allows you to encrypt your drive and access it with a password:
Data in encrypted files will be permanently inaccessible if the password is lost or forgotten. You must talk to ITS, your departmental IT support staff, and your manager before encrypting sensitive work-related files. This is to ensure that the files can be recovered if anyone loses, or is unavailable to provide, the password.