Encryption in Lion and Windows

I know in Lion that you can get FDE but that's not what I am after. I have a small set of files which I access infrequently but need to keep secret.

I know you can set up an encrypted disk image with Disk Utility but I was wondering what the best settings are for my use.

I would like for the encrypted partition to be accessible from another machine (possibly windows, possibly linux) if my mac breaks. Ideally I would like the image to be expandable to fit the contents, but only take up the space it requires on the disk (dynamically expanding).

Is this possible, if so which settings do I use?

Thanks.

Why not load this small set of files on a hardware encrypted pen. drive like IronKey.
Put the pen. drive in your pocket .... can't be more secret can it.
You will also be able to move cross platform.

Keeping things simple.

Cheers ... McBie

That one is simple - convenience.

I would like the ability to not have to carry anything else around. To simply locate the image, enter password to mount and use files.