Is it possible to password protect a zip file created by Windows itself (without external tools?)

I normally use a tool like WinZip, 7Zip, or WinRAR to create zip files but I'm on a Windows 7 system that doesn't have these tools installed (and I can't install new apps).

Outside of 3rd party tools like the above, can I create (or modify) a zip file in Windows 7 and request that it be password protected? (the files would contain sensitive information that I plan to transmit to another PC)*

e.g. the process I'm familiar with on Windows is to select the files, right click and choose: "Send to..." > "Compressed (zipped) folder" - but there doesn't seem to be any additional options.

* Note: I'm aware this isn't 100% secure, locked down mega encryption - just looking for "reasonable effort" to secure the data in transit.

No, Windows does not provide this feature.

Have you considered using a portable app? You can install the portable versions of WinRAR or 7Zip to your USB, and use them to zip and password protect any file/folder you want. That way, you don't need to install anything to your windows machine.

There is a portable version of 7zip. No installation required. You can run it off your thumb drive.

Get it here

Or use portable PeaZip from the same site.