eCryptfs is a cryptographic filesystem embedded inside the Linux kernel (versions 2.6.19 and later), it is also a stacked filesystem, which means that eCryptfs is a layer that works on top of other standard, lower file systems, such as ext4, FAT32, XFS and ReiserFS. Some of the great advantadges of eCryptfs over other encryption methods [...]

This tutorial shows how you can use GnuPG to secure and verify data on your Linux box but the first part is relevant for Windows users too.