Winzip has this feature.
what about tar/gzip?
I thought so, but didnt see anything regarding that in my manpages for tar and gzip. However zip has it ::
HTHCode:-e Encrypt the contents of the zip archive using a password which is entered on the terminal in response to a prompt (this will not be echoed; if standard error is not a tty, zip will exit with an error). The password prompt is repeated to save the user from typing errors.