Yes Symantec Encryption Desktop 10.3.0 MP2 would be the release you would probably want to use since it's the latest version. You can install that on your Windows PC and your Mac. Then you would be able to use the Symantec Drive Encryption to encrypt your removable USB drive and access it on both operating systems. Native file encryption methods such as: bitlocker or filevault encryption won't carry over from one platform to the next but our Symantec Drive Encryption component of Symantec Encryption Desktop would.
I hope that helps. As a reference, here is a list of supported Mac OS X version releases with the corresponding Symantec Encryption Desktop versions:
http://www.symantec.com/docs/TECH174563
I hope that helps!