I found out that VPN is used to send encrypted data from machine to router to recieving router to recieving machine and vice-versa. I was talking mainly about the mobile internet, that often does not require a single router. For example: use wireless internet to skype a bud on his iphone whilse he is on a mobile network as well.

At home and some other places I autoconnect to the wifi so that will not pose a prob any time soon, but i'd hate to be restricted whilse on the road..