If your hard drive on your laptop computer contains sensitive data, it should be encrypted. If you are running Windows 7 Enterprise or ultimate, you can use the bit locker. The other thing you can do, is utilize a product called truecrypt. Truecrypt allows you to encrypt a certain location or an entire volume.
If you have sensitive information, you should be using truecrypt. Truecrypt can found at http://www.truecrypt.org