Connecting to a VPN is usually simple. You need to launch a VPN client on your computer and login using the credentials. The computer then exchanges secure trusted key with the VPN server located in a different country. Upon authentication of the VPN client-server connection, all your Internet communication is encrypted and secure. All your Internet traffic is now routed through the encrypted tunnel created by the VPN. The users actual IP address is kept hidden and a new IP address is granted which allows the user to hide the physical location and bypass the content filters.
I am using ibVPN (http://www.ibvpn.com) and they have VPN clients for all major operating systems. A free trial is also available.