My brother had his laptop stolen at an airport about 6 months ago and almost had it happen again. It just goes to show how easy it is to lose not only your laptop, but all the data and important information you have on it.
One new program seems to help a bit – MyWinLocker.
A free version came on my new Acer netbook. It creates a Yo-Safe into which you can initially put up to 2GB of data. The safe does not show up on Windows Explorer. You have to open it using the MyWinLocker program.
The safe initially has space for 2 GB, but it can be configured for 50GB.
I note that when you move a file from one location to the YoSafe, it deletes it from the original folder.