The Consumerist has a great post titled The Idiot-Proof Way to Securely Use Public Wi-Fi. The article discusses a variety of VPN solutions to protect your privacy when you are using a public wi-fi connection. I have a VPN through my work. Thus I have not tried any of the listed programs. However, because I am a fan of open source software, I was intrigued with the discussion of OpenVPN. If you want to check it out, it can be found here.