In my many years of desktop and server support at a University we very often had to setup VPN for staff and faculty to work from home. Why? Because a large university network that is not well protected is an open invitation for hackers. Sure, businesses use firewalls and other protection, but sometimes it is not enough. When hackers can access fast university networks with T1 lines or better they setup shop behind the scenes to run things like porn sites, torrent servers, and more.
What is VPN?
VPN stands for Virtual Private Network. It creates a secure tunnel between your computer and your office server. Using a VPN service companies can securely lock down sensitive servers, email systems, and other software. And then using the VPN client staff members can work remotely over a secure connection. This keeps out hackers and shady characters while allowing access only to those that not only log in securely, but only those who connect over the VPN connection.
But VPN is not only for those at businesses. Home internet users can use VPN for a secure browsing experience and to get access to popular sites that might normally be locked by locations or ISP security. We have all heard stories about the battle over some sites being available in China or other countries. It is surprising, but sites like Facebook (unreal right??), YouTube, Twitter, some Google apps, Technorati, and more are blocked. There is a huge list of site listed on Wikipedia that are blocked. Why? China has a very strict policy of Internet censorship.
How VPN works (from http://www.sunvpn.com/how-vpn-works.aspx)
A VPN service will encrypt all your Internet traffic and redirect through a VPN server to its original intended destination. When connected to SunVPN you will bypass all local Internet restrictions, keep your browsing history private from your ISP or company and hide your actual location (IP address) from the websites you visit.
What is SunVPN?
SunVPN is an affordable way for home users to setup their own VPN tunnel. 
You just install the SunVPN software on your desktop or laptop and create the connection. Once installed and setup you can browse the internet and access blocked sites. This is extremely useful for users in countries like China where some sties are blocked. They offer several options that will fit the budget of those that want to buy VPN.
Features include:
You have a nice review about VPN service. Maybe you could also give it a try on VPNDirect.com
It is giving out 30 days free service without asking your payment details.
Enjoy.