I have been using a software VPN for quite a while now. It is a simple utility one starts up when one wants to use it. Sometimes it is a bit slow, but, most of the time it is fine. My understanding is one can set up their cable modem to use a VPN but I haven't looked into it yet. It is now on my to do list.

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I have a personality disorder, I don't drink coffee...

I have setup/used many different VPNs for work. In that case you have a local vpn client and connect to the VPN service at the company you work for. The traffic between is all encrypted.

It should be similar for personal use, there are VPN services you can get which will hide your ip and promise privacy. I don't have one of these, but I suspect they give you the vpn software they prefer you use. All the traffic would be encrypted to the VPN service which then accesses the internet.

Check out ipvanish. Thast the vpn I use. I only use the clients though. Never tried to set it up on my router. If setting it upon your router is too difficult they provide links for routers that you can purchase that are pre-loaded with it.