If you are really concerned about internet security and want to maintain your privacy on the net, you should download Tor. This toolset can be used when websites or certain web services like instant chat, are blocked by their local Internet providers. You can also surf websites, visit chat room and web forums anonymously. It also lets users publish web sites and other services without needing to reveal the location of their site.
The Tor network consists of several servers and as a data packet moves along the network, it incrementally builds a circuit of encrypted connections. This means that no individual server ever knows the complete path that a data packet has taken - nobody at any single point can tell where the data came from or where it's going.
According to the overview of the website, even the US armed forces are using Tor.
The software is distributed for free under the 3-clause BSD license. The latest release is 0.1.2.17 but you can download the beta version (0.2.0.6-alpha) as well. It is available for Windows, Macs as well as Linux platforms.
Note: Tor will only protect Internet applications that are configured to send their traffic through it. Firefox users should download the Torbutton extension.
Go to the Tor download page here.