Kirk,
Unfortunately, creating encrypted zip files on the OS X side requires the use of Terminal. It is, however, relatively easy to learn how to use the "zip" command line application. To get you started, open
/Applications/Utilities/Terminal. At the prompt, type:
<pre style="overflow:auto; font-family: 'Monaco'; font-size: 10px">man zip</pre>
and press <RETURN>. This will open the "manual pages" reader. You can use the spacebar to view the next page, or use the up and down arrow keys to navigate one line at a time. The one thing you want to see is the part about using the "-e" option to the command. WHen you are finished reading, press "q" to quit the manual reader.
Scott