The fsckin w/ linux blog has a handy step-by-step tutorial on how to set up an encrypted partition in Ubuntu Linux systems to secure sensitive data on your hard drive. The method detailed requires having either non-partitioned free space or the willingness to re-size an existing partition, so a backup is, of course, a great idea before venturing forth. Using the free cryptsetup package, the guide leaves a system with an encryption vault that can be mounted like any other device. The instructions are Ubuntu-specific, but those with a bit of file system know-how could likely port the tutorial to their own Linux systems.