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Mobile agent systems provide a new method for computer communication. A mobile agent can migrate from platform to platform, performing a task or computation for its originator. Mobile agents are a promising new technology; however, there exist many security issues that need to be addressed. Security issues consist of protecting the agent platform and protecting the mobile agent. The toughest task is protecting the mobile agent, who is subject to attacks from the platform it is operating on. This thesis is concerned with protecting a mobile agent who collects data on behalf of its originator. A new mobile agent protection protocol, the data encapsulation protocol, is presented in this thesis.