Privacy concerns like data tracking, selling your information to third-parties and advertisers, hacking and even potential changes to how companies allow you to access the internet are all factors that put you at risk by just logging in.

So how do you protect yourself while living in an increasingly connected world?

One popular tool is a virtual private network or VPN. This app for PCs, laptops and mobile devices acts like your own tunnel onto the internet, keeping everyone from hackers to advertisers from seeing what you’re doing or knowing how you’re connecting. There are times when a VPN should be an absolute essential, such as logging into your bank account or email over a public Wi-Fi connection. Other times, this app is a safety blanket that lets you access legal content without any blocks that might be in place for geographic licensing reasons. This includes: trying to use your own Netflix subscription or uploading a YouTube video while traveling abroad.

There are some things to look for before you decide to invest in a VPN, though:

Does it cost anything?

Yes, there is a price to pay with using a VPN however, most major-name providers offer a free trial too.

What happens to your IP address?

Before installing, find out what the VPN does to your IP address or your computer’s personal “name.” Some VPNs only mask your IP address so that other people theoretically shouldn’t be able to find it or track it, but other VPNs actually assign you a brand-new IP address that does not belong to your computer. That’s important because it means you can’t be accused of specific internet behaviors since your computer’s own IP address isn’t used to connect. Anyone who wanted to track your internet activity would be tracking a made-up number instead of your actual address.

Is your activity still being monitored online?

Again, some companies have a policy of not storing their logs about your internet activity, while other companies don’t actively monitor it in the first place. It’s up to you to decide how sensitive you are to be monitored online. Don’t make the mistake of thinking that only criminals have something to hide: even sites like Facebook have admitted to selling users’ information to third-parties (perfectly legal and outlined in the terms and conditions) only to have those companies turn around and sell it to someone who didn’t have your permission.

Is the company using a foreign server?

A VPN works by connecting you to a server that the company controls, then connecting you to the internet. The number and location of those servers are where the different VPNs set themselves apart from their competition. If you never travel abroad, for example, you might not need to pay more for a service that offers 1,800 servers in more than 200 countries. However, the number and location of the servers can also have an impact on how fast your connection is, so that’s why taking advantage of free trials can be a good idea.

How many devices can you connect to?

Another area where VPNs differ is in the type of device you can connect, as well the number of devices. Some VPNs let you connect unlimited devices but will only let you use five of those devices at once. If you want your entire household protected and you have different devices—a Windows laptop for your work, a MacBook for your home, your iPhone and your spouse’s Galaxy phone, your kids’ iPads and Kindle Fire tablets—then the VPN you choose should allow different operating systems and a number of simultaneously connected devices.

When considering a VPN, don’t forget about your router.

This is especially important if you have sensitive internet-of-things connected devices, like a video doorbell or voice-activated virtual assistant. Router hacking has led to the theft of data from other connected devices, so it’s a good idea to wrap your router’s connection in a private tunnel too.

Remember, there are free trials of VPNs so you can test them before committing. See which ones you prefer based on features, ease of use and internet speed before sending anyone your payment.

Contact the Identity Theft Resource Center for toll-free, no-cost assistance at (888) 400-5530. For on-the-go assistance, check out the free ID Theft Help App from ITRC.