If you want your data files encrypted, many versions of Windows come standard with the Encrypted File System -- all that's required is to set the attribute for the files you wish to be encrypted and only those logged in via the account used to do the encryption will be able to read the files (actually, an EFS Recovery agent can decrypt them as well -- check the docs). Once done, I believe that you would have to make sure that any applications or services which use the file run under the user account which was used to do the encryption.
When you talk about storing data backups online, I presume that you are talking about uploading the data to some form of personal storage facility on the web. To do that you could encrypt the file in Windows before uploading it.
Not as seamless as integrated encryption in the application but not terribly difficult either.
- Les