...and tried to lock it.

I read on some blog that people can watch shows on BBC and other international broadcasts using it. But, I didn't know if it's illegal. isn't VPN something that the Media says is piracy?

Anyway, thought some here would know what it is.

Is a basically a secure connection between two points. It uses various tunneling protocols and encryption to secure the connection. Businesses and agencies with secure data use VPN all the time.

This company seems to offer a custome a secure connection to their network which they then give you access to the Internet using their network access. Your Internet provider would only see your connection to them, not any of the other places on the Internet you visit.