Avoid HotSpot Shield!
I tried it use it last year. Initially you have to download the free (advertising-supported) version, which slowed my netbook to a near standstill, rendering it unusable. However I wasn't too bothered as I was happy to pay for the full version (which seemed to be well-reviewed). The problem I experienced, though, was that I couldn't get the activation to work and I still kept getting the ads (and a virtually unusable netbook). So i eventually gave up and uninstalled the software, just writing off the payment as a bad experience to learn from. Of course I forgot that I'd signed up to a recurring subscription, so I got charged again for it this year (even though I want nothing to do with it).
So, if you decide to use a VPN, I suggest ensuring that you get one that's ready-activated (rather than one where you have to go through an activation process to get rid of the ads).