thanks alejandro for the Truecrypt solution.It seems appropriate.
In general I think you didn't get that it is the administrator of the network at work that I am afraid of, not anyone outside. Moreover we don't have internet access and we can't tweak the firewall etc, not run wipers(at least from an exe-maybe from bat I don't know).
Anyway I think I am going to try to bring my laptop at work, do the job and copy the data afterwards
However I don't know how they will react, as I have not taken my laptop at work not even once
: How strong is BitLocker protection in case of physical theft of the usb stick??