1) VPN services
Commodo firewall has one built into their newest version as well, but I don't like it as much.
If you really want to get a good system, I'd probably switch off windows and go to linux, use live and usb boot disks, virtual machines, disk images, etc - on top of that.
And on and on. You'll be surprised at how hard it is to REALLY have privacy the more you research this.
And for the support of this Declaration, with a firm reliance on the protection of Divine Providence, we mutually pledge to each other our lives, our fortunes and our sacred honor.