While it’s unlikely that the fate of your nation depends on it, there may be times when being able to pass on sensitive files to other people is a necessity. The obvious example is to encrypt those files in some way, either by storing them in a password-protected location or by encrypting them on the fly before passing them on.
The problem with this approach is that it’s rather visible. Your encrypted files by their very nature advertise the fact they contain some form of sensitive data, attracting unwanted attention. So what can you do about it? The answer lies with steganography, and a free tool for Windows called SteganPEG 1.0.