This is a full in depth tutorial on VPNs (Virtual Private Networks). This tutorial will show you how to setup a VPN for the PC and Xbox 360. The video also aims to explain what a VPN does and show you all the advantages and reasons why you might want to have a VPN.
List of free VPNs: http://www.makeuseof.com/tag/5-great-free-vpn-services-compared-which-is-fastest/
List of paid VPNs: http://netforbeginners.about.com/od/readerpicks/tp/The-Best-VPN-Service-Providers.htm