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.