For securing a file, first of all, you must select the category of file from the combo box situated at the top-left of the window, then navigate to the file, by selecting the drive from the combo box situated at the top-right of the window, the folder, from the folder list situated below "drive" combo box and the file from the file list, situated below the "category" combo box. After doing all these you must specify the new name of the secured file in "File Name" text box (by default the new name of the secured file is the files original name) and enter the password into two: "Password" and "Confirm" text boxes. When you are done click "Secure" button and wait (while the protection process navigation bar, text boxes and the buttons are disabled. They are enabled only after the end of the process).
For securing all files in the current directory you must do the same you did when you secured a single file, but this time you have to check "Secure all files in the current directory" check box (Note: when you are securing all files in the current directory you are not able to specify new names for them. The secured files are given their original names).
As you see there are two progress bars at the bottom of the window. The first one (the one, which is right below "Confirm" text box) shows the process of the current file being protected, and the second one shows the overall process.