vpn

I have had some evidence of a lack of privacy in my system, and I have a couple of questions. This lack of privacy is a function of the internet, not some person having physical access to the computer. I realize that a vpn will definitely work with email,  but will it work with Thunderbird? And will it work with vendors on the 'net? Can one access (for example) Amazon, peruse a category and purchase an item from them via vpn? Is it vendor neutral, so it works with any vendor of any type of product? Assuming the answers to the previous questions are positive, which vpn would be easiest to set up and to use in practice, without being a 'nix guru? Thanx for any comments--doug