Prevent Delete Program Wanted

Hi all,
here's the situation.
I have an external hard-drive.
I have had its volumes in it password protected.
I notice though that any one of those password protected volumes can be deleted without needing a password however accessing those volumes would need a password.

Say somebody steals my hard-drive and wipes out all my information and then says to me something like oh I found the hard-drive you've been looking for. The hard-drive is back to its original empty state.

I have tried a freeware program called PREVENT.
Only problem with prevent is that when you reboot you lose your delete protection and have to reactivate it.

Help me please.
I intend using it for internal files too but at the moment I want this for my external hard-drive protection.