Secure Vault

Is there a programme that you can put all your files into where you need a password to get in?
Is there a programme which is like a vault ? Where you can put all your files into and even if someone gets through weak start up windows security or if someone transfers the hard drive memory they still need a secure password to access files. Please refer to website address if there is such a programme.
The best program i’ve found so far is truecrypt, it works very well, read the documentation on the website, it explains everything very clearly and the program itself is free. I myself use aes for encryption, and remember USE A STRONG PASSWORD, make it at least 10 characters long with letters, numbers and a symbol or two.
http://www.truecrypt.org/
Documentation:
http://www.truecrypt.org/docs/
Secure Vault by Boyt Quality gun safe for the nightstand