Anyway, enough blather on to the good stuff!
Step 1: Get WinRar
Step 2: Archiving!
First step: Select all the files you want protected and right click on one of them. (the file names will still be visible so if you don't want that to happen then go ahead and put all the files into a new folder and then right click the folder and proceed) Click on "Add to archive . . ." you'll notice a little stack of books next to it (ain't they fancy!?).
A window called "Archive name and parameters" will pop up and may look a bit overwhelming at first but be still my enthralled readers all will be explained in due time!