VPN stands for Virtual Private Network. Basically, once you connect to one of these network using the little program they provide, your actual IP and location becomes hidden, and you're given a new identity. So, say you connect to a server in the US; any website or application you access would think you're in the US. Furthermore, your ISP can't even see what you're accessing, so it's a good way to prevent being done for accessing movie websites or downloading torrents, or blocked websites such as the ones where you find download links for films/programs/music etc.