Securing a USB

I have a PC and also a MAC. I was wondering how can I add data to my usb and have it secure. Is there a way to make the usb open with only my password? I have tried truecrypt and it has never worked for me. Is there anything else or maybe I am doing something wrong in setting up truecrypt. Thank you

 

First thing I would have suggested is Truecrypt but seeing as you have not been able to get it to work for you, I have heard a couple of times that Cryptainer LE is a good program to password protect your USB drive. I looked but did not see it as a MG download. It is a free program. Maybe one of the Majors could give some insight as to why it is not included in their vast collection of software.