Are you worried that some dumpster diver might find your bank account numbers on your discarded hard drive? Then you need Darik's Boot and Nuke "a self-contained boot floppy that securely wipes the hard disks of most computers".

Incidentally, I found this one via the monthly newsletter from tinyapps.org. If you have to use Windows, look for your utilities on tinyapps. From the tinyapps FAQ:

To qualify for TinyApps, a program must:

1. Not exceed 1.44mb
2. Not be adware
3. Work under at least Windows 9x (this does not apply to non-Windows apps, of course).
4. Not require the VB/MFC/.NET runtimes. Also, preference is given to apps which are 100% self-contained, requiring no installation, registry changes, etc.
5. Preferably be free, and ideally offer source code. Shareware will only be listed if there is no freeware alternative.

(n.b. the hyperlink on the word "free" is from the original. I haven't read the target page in its entirety, but it looks pretty good.)