VPN's are also used protect Wifi especially if you use a laptop not just access censored websites in countries where there is internet censorship.
This is a small video describing it
http://www.youtube.com/watch?v=sq85wY9fZxQOr
Quote :
"A VPN creates a “tunnel” between you and the VPN server. Anything passing through the “tunnel” is being encrypted and is invisible from the outside. This prevents hackers from stealing your personal information such as: Bank accounts and passwords.
More and more people these days use VPN services to protect themselves from preying eyes, especially in Wi-Fi spots like Starbucks, universities, airports, and hotels. Though these open WI-FI(s) are very convenient for people on the go, however, they are also where Internet hackers are lurking.
People on the go often need to check their emails, hotel reservation, flights status etc frequently. If not being careful, you could get spied on and have your sensitive information stolen by malicious software such as Firesheep which was used by hackers to discover identities on unsecured networks. By installing VPN on your mobile device or computer, you can avoid becoming the victim of hotspot sniffing"
http://www.adeepbite.com/5-reasons-why-you-should-use-vpn/Yes, installing most vpn's on pc will show a dialog if we want to install a TAP-Win32 adapter. It is because the VPN is using OpenVPN protocol which is safer than pptp or l2tp/ipsec.
It is safe to click install.
Spotflux and Cyberghost are known programs.
Avast SecureLine is based on Witopia which is a well known vpn provider so it should be ok. It is better than Cyberghost.
http://www.avast.com/secure-line-vpnEdit: Added more info