Call me a cynic, but one thing I have learned from the using the Internet is to double-check, if not triple-check, everything you download. So many downloads have malware, adware, and scripts that ...
My home LAN Router (An ASUS RT-AC68R running the stock AsusWRT firmware) acts as an OpenVPN server and allows me to connect remotely when I'm on untrusted wifi, routing all my traffic through my home.