BMP is a tiny tool (20KB) which can temporarily convert any file into a valid BMP image, and restore the original file later.
You could use this to hide personal data, for example converting a bunch of Office documents on a USB stick into what looks like images. But it could also come in handy in other situations, such as when you need to email an executable file somewhere but an email client, mail server or antivirus tool is getting in the way.
There's no GUI for any of this. To convert a file, simply drag and drop it onto BMP Wrap and the program will create a BMP file with the same name (Secret.DOCX becomes Secret.BMP).
This isn't the same as a full steganography program, because it's not concealing the file in another image, rather just reorganising it a little and giving it a BMP header. This means the BMP Wrap-generated file is a valid bitmap, and will open without errors in a graphics program, but it'll probably just display binary noise. If someone is inspecting your files closely, and is already suspicious, that might attract their attention.
In reality BMP Wrap will offer more than enough protection for many situations, though, and once your BMPs reach their destination they're easy to convert back. Drag and drop the images onto BMP Wrap and the program will restore the original file.