Have you just encrypted your OSX partition? It's up to you in terms of encrypting, but I would encrypt the windows partition too, unless its simply there for something else entirely (games for example)
If you set your machine to hibernate, that will prompt the bootguard to come back up - but there is an issue with hibernate + macs, so be warned.
If you have PGP installed inside the windows installation nothing will come up when you unlock your machine (if you use PGP for just WDE) its only on restart. But hey, thats what your user account password is for yea? :)