But surely if they are working on the files they could use something like copy and paste to copy the information somewhere else.
Also with Windows there is something called the Sniping Tool which allows you to take a "picture" of whatever is on screen and save it as a jpg or other image file.
I have to say if you cant trust the person who is working on these files then you will have a problem because if the person REALLY wants to copy these files there will be a way.
There is a discussion on the topic here
http://www.candlepowerforums.com/vb/showthread.php?339710-How-to-protect-file-on-USB-from-being-copied