Connecting to the internet with a bare internet connection may not be as private as you think. Depending on where you are when you connect, there are a variety of risks that many people are not aware of. Private browsing for Windows can be done in two ways - with a proxy and a VPN. Here's my take on these two types of software.

Proxies

This is a simply way to gain privacy on the internet, but there are some definite downsides to this type of private browsing. The type of proxy that most people are familiar with is a web based proxy. This is like a website portal that you just type your URL into, and it unblocks sites or allows you to surf anonymously, automatically. If used from a reputable source, perhaps even a premium service, then this is fine.

The problem with these and another type of proxy, called an open proxy, is that many times users are not aware of who's running the proxy server. Sure, it seems attractive to have a free, convenient way to browse the internet anonymously, but if you think about, there are no free lunches. Sharing your private information with an unknown user or users completely negates the idea of privacy online.

Still, because web based proxies and open proxies require no installation, they're a good way to browse invisibly on the interest from devices you down own. Computers at work, school, the library, and internet cafes are good examples of places you would want to have privacy online, but it may be inconvenient to install software.

Virtual private networks

If you're at home, or using your computer/phone in a public area, the best solution is a virtual private network. These fix many issues of proxies that I mentioned above. They do need to be installed however, and not all devices support them. Currently, it's very easy to get a VPN installed on Mac, Windows, Android, iOS, and Symbian devices. Support for Blackberry and other smartphones is limited.

For upgraded privacy (and usually no extra cost), OpenVPN or SSTP are great ways to hide your IP on Windows operating systems. I'm still using Windows XP, which doesn't support SSTP VPN, so I use OpenVPN. However, SSTP is a Microsoft product, and supported by Windows 7 and Vista. It'll probably work for Windows 8 as well (which is coming out soon). Good VPN services for privacy will offer OpenVPN, and some will offer SSTP. Though PPTP and L2TP are also options for Windows users, they do not provide the encryption and privacy that OpenVPN or SSTP do. PPTP is recommended in some cases where higher levels of encryption uses up too much bandwidth and slows down your connections speed.

Installation of the VPN will vary for service to service, so follow the instructions provided. Just because you've installed one before, doesn't mean you'll be able to do it again! Private browsing for Windows can be achieved from any country in the world, and you also have the option to choose the country of your private IP address. You can choose your own country, keeping a local P while maintaining privacy online. Or, you could choose a country half way around the world, completely changing your online identity