A VPN (Virtual Private Network) provides a secure way of connecting through a public network (such as the Internet) to a remote network/location.

This remote network is typically a private network, such as a workplace or home network, or one provided by a commercial VPN service.
A VPN can be thought to create a "tunnel" through the public network to your private network at the other end. All network traffic through this tunnel is encrypted to ensure it is kept secure and private.

Even if you have no desire to be able to access a private network remotely, a VPN is vital to ensure the security and privacy of your network traffic.

Public networks, and in particular public wireless networks, provide an easy way for hackers and malicious users to listen in ("sniff") on your network usage. This may allow them to see what web pages you are viewing, steal username and passwords, steal session information to be able to log into sites as you, and extract other private data. In addition, skilled hackers may perform a "man in the middle" attack. This allows them to not only monitor in depth your network traffic, but also alter your traffic or inject their own in an attempt to fool a user into revealing important data.
Using a VPN protects you from such attacks, as your network traffic is authenticated and encrypted, making it secure and private.
Here is a video explaining what is a VPN and why you should one.

OpenVPN is a popular VPN protocol that is based on SSL/TLS encryption.

Like IPSec and PPTP, OpenVPN handles the connection between the VPN client and server. OpenVPN is rapidly gaining in popularity thanks to its high level of security, customizability, and compatibility with most network environments.
Viscosity supports the OpenVPN protocol. Viscosity can connect to any VPN server that supports OpenVPN connections.

OpenVPN is a popular VPN protocol that is based on SSL/TLS encryption.

Like IPSec and PPTP, OpenVPN handles the connection between the VPN client and server. OpenVPN is rapidly gaining in popularity thanks to its high level of security, customizability, and compatibility with most network environments.
Viscosity supports the OpenVPN protocol. Viscosity can connect to any VPN server that supports OpenVPN connections.