Here are some possible solutions.
Judging from your question, I assume that you are not very well versed in encryption and are only trying to protect your data from prying eyes while it is on transit (USB stick) between the two machines, and that you are not dealing with extremely sensitive data (like when some people's lives depend on its secrecy).
You could pack your data into a tarball and encrypt it with GnuPG.
$ tar -cvf archive.tar directory_with_data
$ gpg --symmetric archive.tar
You will be prompted for a passphrase and the encrypted file archive.tar.gpg will be generated. On the other end, do
$ gpg --decrypt archive.tar.gpg > archive.tar
$ tar -xvf archive.tar
to decrypt and unpack.
This is a very quick and dirty solution that does not scale very well. A more robust solution is to use EncFS.
Create or mount an ecrypted directory on the USB stick.
$ encfs path_USB/.encrypted_directory path_machine/transparent_directory
Now when you put your files in
transparent_directory they would be encrypted on-the-fly onto
.encrypted_directory. To unmount the
$ fusermount -u path_to_transparent_directory
The paths in the commands above must be complete paths (never relative paths).
The EncFS approach is more convenient and scales better than the previous one. However, notice that someone with access to the encrypted data would know how many files are in the directory and, depending on her/his resources, can also deduce the size of the files as well as the length of the filenames. Confirmation attacks can also be performed on the filenames themselves.