Browsing with your VPN turned on will change your IP address, which often triggers a warning from service providers like Gmail or Live Mail. This just means they’ve noticed that your account has been accessed from a different geographic location, which is actually a good sign, because it means your VPN is working properly. To resolve the situation, double-check that the server location you selected in AVG Secure VPN matches the one in the Gmail message and confirm it as your IP address.
While a VPN can aid privacy and anonymity, I wouldn’t recommend fomenting the next great political revolution by relying solely on a VPN. Some security experts argue that a commercial VPN is better than a free proxy such as the TOR network for political activity, but a VPN is only part of the solution. To become an internet phantom (or as close as you can realistically get to one), it takes a lot more than a $7 monthly subscription to a VPN.
The well-publicized case of the intruder who cracked Microsoft's VPN, accessed the corporate network, and almost made away with the company's precious source code should be a warning. VPNs offer many benefits but also open a hole into your network, usually bypassing your firewall or going right through it. So, you need to carefully consider which VPN product to choose and how to install and run it.
Take a step back and consider how much of your life is transmitted over the inherently insecure internet. Do you feel a creeping sense of dread? That's entirely reasonable, considering the forces arrayed against your privacy. One of the best ways to secure your data is to use a virtual private network (VPN), which also provides some control over how you're identified online.
Another solution for the really paranoid (and well funded) is to locate a second smaller firewall between your internal VPN concentrator and internal LAN, as Figure 1 shows. Then, if an attacker compromises a VPN host, he or she still must penetrate another firewall. You could open up a few common ports, but the firewall would still block ping scans, common worms, and other garbage. Of course, it wouldn't stop someone who's just looking around and it wouldn't work if VPN users need full access to the internal network, but it adds a second line of defense when security is paramount.