Is there a way to create a security pword for a flash drive?

I just bought a flash drive. I'm going to use it for storing my college homework. I don't want my family to be able to use it to save their files on it, nor use it to gain access to my files. I'm afraid they'll mess something up and accidently screw up my filing system or delete the files by mistake. Is there a way to make the flash drive completely inaccessible without use of a pword?