When you first plug in the USB drive, you will need to “Encrypt this drive using BitLocker Drive Encryption”:

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Once you select the encryption option this screen will pop up – DO NOT Remove the USB Drive:

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You will need to enter a password (make sure it is something that you can remember):

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Once you enter your password, you will need to backup your recovery key.  This key is important to keep safe; it is the ONLY way you will be able to unlock your USB drive if you forget your password or if you need change the password.

Select “Print the recovery key”:

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Now choose “Microsoft Print to PDF: 

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Now select your “BridgeValley OneDrive” (I created a BitLocker folder inside the Documents just to make it easy but you can select where you want it and name it what you want):

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Select “Compatible mode”:

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The drive is now encrypting, DO NOT REMOVE DRIVE!  This process will take a while.