It's not necessarily a good idea to walk into a coffee shop and use the free public Wi-Fi without protecting yourself first. For sure, it's easy and tempting, but it's risky.

Networks like those are relatively easy to snoop on, which means people nearby -- even in the same coffee shop as you -- can easily see what you're doing, leaving personal data such as credit card numbers and passwords vulnerable to theft.

There's an easy solution to protect yourself: Use a virtual private network (or VPN for short.) A VPN allows you to surf the network securely, as if you're connecting to the internet through a steel tunnel.

VPNs are widely used by corporations around the world who need to keep company data private, particularly if employees are out using these public Wi-Fi networks. You can protect yourself in the same way by using a VPN on your personal computer or phone.

Here's how.

How to pick a VPN

There are a lot of VPN options to pick from, but they're not all created equal. You want to find one that leaves your data completely private — some snoop on user information and may even sell it to advertisers. The good VPNs don't log your data at all.

Also, some VPNs charge you on the amount of data you use while you're connected. You want to pay for one that's all inclusive, so you don't have data caps.

You also want one that has servers in multiple countries, which lets you get around censored data if you ever travel to places like China. Connecting to a U.S. VPN from China, for example, will make internet services think you're coming from the U.S. instead of China. Plus, the more servers a service has, the more options you have if one goes down.

What I recommend

I've been a subscriber to Private Internet Access (PIA) for several years and have been really pleased with the service.

It works on computers and phones, so you can use the VPN no matter what device you're on. It doesn't have data caps, doesn't snoop on user data and has servers in countries around the globe.

It's also affordable: PIA starts at $6.95 per month, or can be purchased for $39.95 a year which is the much better deal. This allows you to connect using 5 devices on a single account, so you can connect with a PC, a tablet and a phone at the same time, for example.

How to use a VPN

You'll need to download the VPN app on your computer and smartphone. If you're following along and using PIA, the links for the downloads are right here.

PIA will send you a username and password when you sign up, so all you need to do is open your computer, open the PIA app and then log-in and choose the server you want to connect to. If you're in the U.S., it's best to pick one in a city that's closest to you. Once it connects, you're securely connected to the internet, and it's much harder for anyone to see what you're doing online.

The setup is just as easy on an iPhone or Android device. Once you install the PIA app and log in, it'll prompt you to automatically apply the settings and will automatically connect your phone.

That's it!

As long as you're using a VPN, you make it a lot harder for people to snoop on your data. Keep in mind that you'll want to use this on all public Wi-Fi networks even in places where everything might seem safe, like hotels, coffee shops and libraries.