You can do this on Linux (and presumably OS X, as well) fairly easily.
On Windows, there is a single-developer port of EncFS, which from what I've heard works fairly well: http://members.ferrara.linux.it/freddy77/encfs.html
A quick search turns up a guide which (at first glance) seems fairly comprehensive on how to set this up if you're unfamiliar with the way EncFS works: http://www.howtogeek.com/121737/how-to-encrypt-cloud-storage...
With that said, if you're worried about any highly confidential data, potential for watermarking attacks or plausible deniability, this is not the right solution for you.
If you're looking for a way to protect your data from dragnet surveillance, your provider, or low-level law enforcement interception, this is a great drop-in solution.