There are VPN services that encrypt the data between your computer and the server, then use the server as a proxy to allow you to traverse the Internet. This has several advantages -- most importantly the encryption prevents browser hijacks and password hijacks (including "man in the middle" hacks) on your local Wi-Fi.

However I would be very wary of free VPN services, and you should make sure the company providing the VPN service is reputable. The VPN server can be a "man in the middle" and view/log EVERYTHING that passes between your computer and any other data source. EVERYTHING means EVERYTHING, even passwords on websites that are encrypted, such as banking sites.