Hotspot Shield have not been a good VPN provider security wise for a bit see this one from 2009 about it on a forum I use:
Cons: Sticks an innocuous, removable but nuisance ad over top of each page
After v1.13 update, AdAware scan alerted to a "level 10" trojan keystroke logger
Very difficult to remove once installed
Summary: I found it very useful and was willing to put up with ads which can be clicked off. It's the only free service that worked with Hulu from Canada - UltraSurf does not. However, this last version triggered an AdAware highest level alert for a keystroke logger trojan. Uninstalling was impossible because Add/Remove and Revo found it always "in use" so I had to log in Safe Mode as Administrator to erase the folder. I hope Anchor Free reads this and fixes the trojan problem as I would like to go back to it.
Cons: Blocks EVERY website with a frame linked to RSS2Search. Clicking on any link and any page loads this frame, making it impossible to use the browser.
Cons: This program put a pornographic banner ad at the top of my screen, I was sitting with my little daughter on my lap and looking at sesame street torrents and all of the sudden I have porn at the top of my page. Unacceptable.