It sounds like you have a file that you need to access, but only after a password has unlocked it, correct?

If so, I would strongly suggest you look at using TrueCrypt - http://www.truecrypt.org/. You can install it in both Windows and Ubuntu and use the same password to unlock the same file on either system.

The only drawback to your situation is that you specifically state "file password protection" but TrueCrypt creates a volume with the encrypted contents inside the volume.