

Two main uses of VPNs:
If you mix them up you'll get in a mess.
- VPNs you setup yourself so that you can securely dial into your network from outside. You use the VPN to avoid having to have a load of unsecured ports open on your firewall.
- VPNs offered by providers such as the one you linked that provide VPN servers you can dial out to. Mainly used by people wanting to try and hide what they're doing on the Internet.