Here are the steps to do this...
1- Find the file you want to compress.

2- Right click the file and select Send To and Compressed (zipped) Folder.

3- Once you have zipped, Right click the folder and select Explore.

4- Now click File and select Add a Password to enter the password you want. Now your files will be password protected. Try opening the files to see if this works.

5- If you want to remove the password, Right click the folder and select Explore. Then click File and select Remove Password.
