Andrew wants to know the benefit of using a VPN. Leo says that a VPN would protect him from local attacks, but it also allows him to burrow a hole though the internet and create a very private, heavily encrypted conversation that no one else could see. Leo also says, though, that the NSA is collecting everything including encrypted activity and storing it should they figure out how to decrypt it in the future.
Encryption works by sharing a public key that can be distributed from one person to the other. That encrypts the data. Then you use your personal private key to decrypt it. Once it's decrypted, the NSA could easily grab it. So the VPN can't really protect you from the NSA. Leo suggests PGP (Pretty Good Privacy). GPGTools for Mac and GPG4Win for Windows.
Andrew says he just doesn't feel safe on the Internet. Some think if you do nothing wrong, you have nothing to worry about. However, Leo says that not everything people do should be out in the light of day for the government to see either, even though law enforcement and the NSA are patriots protecting us. There's a reason why the Founding Fathers put the 4th amendment in the Constitution.