If you can't install TrueCrypt on all the machines on which you want to use your USB stick, use a ZIP container with encryption.
Put all your files to protect in a ZIP container and encrypt it with AES (that's an encryption option of your compression utility).
The names of your files will still be visible when someone opens the ZIP file, but the content not. The password is needed to view the content.
So don't put confidential information in the filename.
7-zip is a free compression utility with support for the ZIP format and AES encryption.
Can't recommend a free ZIP utility for the Mac, not familiar with OSX.
Edited by Didier Stevens, 12 December 2010 - 04:12 AM.
SANS ISC Senior Handler
Microsoft MVP 2011-2016 Consumer Security, Windows Insider MVP 2016-2019
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