Understanding VPN's

I'm quite confused at all the VPN set ups there are. All I want is my broadband connection to go through a VPN so everything using my broadband, connected to my router is going through the VPN so its secure and I can get on blocked websites. But I'm seeing lots of types of VPN's from companies, VPN settings in my router, VPN settings on my computer all I want to know is how to set one up so everything connected to my network is encrypted. So is it just find a VPN company like vyrpVPN set my router up with them and its all good or am I missing something? Like what is the VPN on my computer for.



Thanks