There’s an excellent article at http://superuser.com/questions/818314/make-some-content-on-usb-drive-read-only that addresses your question. The quick answer appears to be “you can’t.” You can set the “read only” flag when you save the file to the USB drive, but this can be overridden fairly easily.
Have you considered putting the seminar video on Vimeo and making it password protected? We work with a large university that markets several of its continuing education offerings this way and it seems to be working quite well. The student purchases the password, which gives access to the Vimeo site where the material is stored. The password is registered to each student with an ID number; when the examination is given the ID number assures the university that the student is fully registered and entitled to the materials.
The preparation for this is pretty straightforward: we divide the instruction into several video files, naming each so the user can move around in the material quite effortlessly.
As to whether your mac-prepared material can be read on a PC, I suspect it’s a question of what format the material is in. Quickest way to determine this is to give it a try.
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