While a proxy is great for changing your location, remember these tips for maximum safety:
Allows you to choose which apps go through the VPN and which use your regular local internet. Security Tips for Windows 10 Users
Install it and run the app directly on your Windows desktop. Key Features to Look For
Always install the latest version of the app to protect against new security vulnerabilities.
When you download the app, make sure you are taking advantage of these built-in tools: