Set Password for your pendrive
Step 1 : Go To Start --> Computer
Step 2 : Right click on your pendrive and select "Turn on BitLocker"
Step 3 : Tick "Use a password to unlock the drive"
Step 4 : Type your Password and the retype your password
Step 5 : Click on Next
Step 6 : Select "Save the recovery key to a file" (supose if you forget your password you can reset password uning this file, So keep in secure place)
Step 7 : After saving recovery key file click on "Next" button
Step 8 : Please wait untill your pendrive untill encryption is complete
Step 9 : Thats all your pendrive is protected with password
Step 10 : Check it, please remove your pendrive and insert again you will ask for password
If you forget passord how to recover
Step 1 : Inser your Pendrive in usb port
Step 2 : Click on "I forget my password"
Step 3 : Select "Type the recovery key" option
Step 4 : Copy your saved recovery key which is already saved
Step 5 : Now Paste your recovery key
Step 6 : Click on manage bitlocker
Step 7 : Select "Change password to unlock the drive"
Step 8 : Type your new password and the retype your new password
Step 9 : Click on "Next"
Step 10 : You Done!