You can use 7zip to make password protected archives, I don't know how RAR works, but 7-zip encrypts the entire archive with AES-256, and should be secure, from
http://7-zip.org/7z.html
Quote:
7-Zip also supports encryption with AES-256 algorithm. This algorithm uses cipher key with length of 256 bits. To create that key 7-Zip uses derivation function based on SHA-256 hash algorithm. A key derivation function produces a derived key from text password defined by user. For increasing the cost of exhaustive search for passwords 7-Zip uses big number of iterations to produce cipher key from text password.
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You can also just make a tar.gz and encrypt that with gpg or OpenSSL ...