1. Open Winrar and browse to the files you want. If they're saved all over the place, it might be an idea to move them all to one folder, and compress that. Give the folder an informative name so you can easily identify it later.
2. Right click and choose Add files to archive. A new window will open.
3. The Winrar options for creating a new file can look a bit complex, but don't worry. You can modify lots of options, but you don't have to. Just make sure to choose where the new, locked file will be saved, and what it will be called.
4. Of course, the most important step is to apply the password. To do this, hit the Advanced tab > Set password. An Enter password dialog will appear - it needs to be secure, so pick a good one!
5. Once Winrar creates your locked RAR, it will look like any other. You can email, save, move and share it as normal, but when someone tries to open any of the files it contains, it will ask them for a password.
One thing to bear in mind - even though someone will need to enter a password before they can open the files, if they open the RAR with Winrar or an app like Peazip, they'll be able to see the file names without actually opening them. You might want to bear that in mind when you call that photo Crazyparty2012.jpg, ok?!