[moiu]

This will have a simple answer, but I can't find it.

I have an external hard drive, WD Passport (120GB), which I've reformatted to Mac OS Extended (Journaled). It has sensitive stuff in it. It's physically rather small and would be easy to misplace or have stolen. I sometimes have to bring out outside my home.

Is it possible to put a password on it so other computers can't access it? Obviously it will be difficult for Windows people to access it since it's formatted for Macs, but I hope there is a way be extra secure with a password.

[Ecclesiastes]

Try this: Mac OS X: How to create a password-protected (encrypted) disk image

An encrypted disk image.