What is a VPN?
So just what is a VPN[1] and why do you want to be using one?
A VPN is a tunnel from one point to another. This tunnel does two things. First, it forces a private[2] connection to be used between your computer and the VPN server. Secondarily a VPN masks the physical location of your connection. All your information appears to be originating from the VPN server.
When you connect to the Internet without a VPN, information sent and received may be or may not be private depending on what program you are running and what service you may be in contact with.
Using a VPN is just the first step to help maintain your privacy on the Internet. You must also exercise good habits in protecting your personal information. Passwords used should be unique, complex and updated routinely. When connecting to websites you should always opt to use https/SSL[3] versions of addresses.
Note that while your originating IP address is hidden from the websites you contact, the fact that you are using a VPN is not hidden.
Recommended VPN services: