VPN stands for "Virtual Private Network". There are risks in accessing the internet from an open, public Wi-Fi hotspot, such as a hotel or airport. If, for example, your email provider doesn't encrypt your username and password when you log in, then anyone on that shared network will be able to grab those login credentials fairly easily. Even if you just have an email program running in the background, someone with a sniffer could get your credentials without you even knowing about it. They could even use that to gain access to your other accounts, by sending password recovery requests to that email address.
A VPN solves this, because it scrambles everything you do on the internet. There are a lot of different solutions, one of our sponsors is ProXPN. Gary was calling to ask specifically about HotSpotVPN because they actually make a piece of hardware to do this. You'd put the HotSpotVPN on the back of your computer, and that piece of hardware actually picks up the Wi-Fi, filters it and encrypts it, and plugs into the computer with an ethernet cable. Leo doesn't use the hardware option because his computer doesn't have an ethernet port anymore, but either one is good security while using public Wi-Fi.