If you are concerned about protecting your privacy while using the Internet, then you'll be interested in the
Anonymous Surfing product by Anonymizer which is now available for
free (after rebate) from CompUSA. See
here for details of the offer.
Although I have not used the Anonymous Surfing product, I have used the more comprehensive
Total Net Shield by Anonymizer - and it works quite well. Additionally, my experiences with technical support at Anonymizer have been positive.
Please post a note in this thread if you take advantage of this offer.