Thanks Chopstick and Hursti. I'm still researching, and after reading that link that Chopstick posted, it seems as I still have a heap to learn.
With regards to a VPN service, what would happen in the event that I have an issue with my internet connection? Would interaction with a VPN affect the contract I have with my ISP? Generally speaking, who would I go to for support (since presumably they are both now involved in my internet connection)?