Password protect external hard drive

i have just bought a 500GB external hardrive. i would like to put a password on it so everytime you click it (no matter what computer your using) you get asked for a passoword. example:
your in my computer and you double click F: drive (lets call that my external hard drive) and a window pops open and asks you for a password!
i was wondering if anyone knows of a program that does this??

Morning! Welcome to the Forum.
Let us know what brand of Hard drive you bought, most of the new external HDD come with the software to password it , do automatic back ups and more.