How I understand it, all a VPN does is take the existing wifi connection and routes to a server located someplace else in the world. That connection is 'secure', but you are still connected to the original wifi network as the starting point. It would be up to the built in windows firewall to provide the security for the initial wifi connection..
That's just how it was explained to me.. I might just be passing along incorrect info, but in general, it's usually not a good idea to just randomly connect to free wifi at all.
Good luck! Mitch
