How to protect Flash Disc?
 

Is there some way, how to protect flash disc in case i lost it?
Some thing like password lock, so noone can get the files from it.

Yeah, there are thousands of encryption programs out there. Many (most) of the flash drives come with encryption software already.

On-the-fly Encryption is good regardless.

PGP is the way to go

I don't realy know there are plenty of them.