HFS+ is Apple Extended (or whatever it's called).
None of those file systems provide file level encryption. You can find a beta of PGP Desktop 8.0 for Mac OS X on the web. Also StuffIt Deluxe (a great software package anyway) lets you encrypt file archives.
Anyway, having a Mac OS X box in a Windows network doesn't make it 'open'. You have control over what's being shared and what's not.
Believe me, you want to use the other file system. 
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