PGPDisk is one of the programs that even comes with PGP's personal edition (
www.pgp.com), which is their cheapest version. There are also serial numbers and cracks for this software if you're into that.
Basically, with it, you create a new PGP Disk, which is really just a single file on your harddrive. You tell it how much space you want it to take up and your security password to open it.
Once it's created, you double-click on the file. It asks for a password. You enter your password and a new drive letter (or folder, your choice) shows up in my computer. You can copy stuff to it as if it was another drive on the computer.
When you're done with it, just right-click on the file. Move to PGP and click on 'Unmount PGPDisk' and it's gone, out of sight... locked up so nobody can run into your stuff... It will also disappear if you reboot the computer until you open it again.