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While the concept of a virtual private network may sound complicated in theory, creating one in practice is actually pretty simple. All you need to create your own VPN is an always-on computer acting as a VPN server. Raspberry PI has become a popular choice lately, but any regular computer with a decent network card works. From there, you need an operating system with support for OpenVPN, popular open-source software that implements virtual private network techniques. pfSense works great, but there are other options as well, including OpenWRT or DD-WRT. If you have a static IP address, you can simply point other devices to it, and you’re all set. If your IP address is dynamic, it’s best to get a custom domain name and keep it updated using DynDNS.

There are many different ways how to establish a VPN connection, one of which involves the use of a VPN app. When you sing up for a VPN service, the VPN service provider will typically instruct you to download and install their VPN app on your devices. From this app, you can instantly establish a VPN connection, switch between different VPN server locations, and sometimes even manage your VPN subscription.

Of course, you don’t have to install a third-party VPN app to establish a VPN connection, but it’s far more convenient to do so. Without a VPN app, you would need to know the IP address of the VPN server you want to connect to and switching to a different server would likely take you several minutes instead of a few seconds. What’s more, many VPN apps check if your real IP address is truly hidden, a feature that can really save the day—and perhaps even your life.