Can I encrypt an external harddisk which is in HFS+?
Whole disks, no, but partitions, yes. While the Disk Utility GUI application cannot, the diskutil command-line utility can do this.
First, come up with a password (such as myVerySecurePassword). I believe this is not tied to your login password, unlike encrypting the boot volume.
Then, find out the identifier for the target volume, e.g. disk1s1:
diskutil list
Then, use diskutil cs convert, like so:
diskutil cs convert disk1s1 -passphrase myVerySecurePassword