encrypted RData file?

On 27 Oct 2005, Marc Schwartz uttered the following:

Seems to me that a better option would be to encrypt the full partition
such that (unless you write the files to a non-encrypted partition)
these issues are transparent. 

I actually do that on a Mac via an encrypted sparse disk image.  But I may
occasionally need transfer some files to other people or put it on a machine
without such support.  Also the encryption options are quite limited.

Michael