If you've an IBM PC (or now Lenovo) you will probably have a program called Client Security Solution preinstalled. This has a componant (I can't remember the name off the top of my head) that lets you create a secure, encripted drive in a single file. You can store this file on a removable media (flash drive etc.) and upon insertion use the right-click-context-menu to mount it as a drive. This means that other than the application itself there are no traces of the drive on the PC at any other time. I've used this for all the time I've had my current laptop, just keeping the file in an obscure location on the hard drive.