Insert the memory stick into an available USB port and start file explorer. Press the magnifying glass next to the start button and search for (File Explorer). Start it, find your memory stick, right click the correct memory stick and choose Format...
Ensure that File System is set to NTFS.
After formatting has been completed, right click the icon of the memory stick again, and choose Turn on BitLocker.
Choose a strong password that is known only to yourself. Note that if you forget this password, the IT section is unable to retrieve the content of the memory stick.
Choose Encrypt used disk space only (faster and best for new PCs and drives).
Choose Start encrypting and wait until completion.