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Programs I use:
Truecrypt: To create an encrypted drive.
Kremlin: Wipes free space and encrypts and decrypts .kgb files. This used to be a very popular programs in the CP community for private boards and such though it is slowly dying out and people are just using .rar files. It is still necessary for me to have though.
CCleaner: To wipe web caches and cookies etc.

As far as online stuff goes you want a browser with tor or a proxy server(tor is simpler to set up and use but slow as balls). You want to turn off Java and JS and cookies. Don't use Internet Explorer unless you know how to turn off ActiveX.