Setting up and using a VPN on your PC does require some preparation and research. Here are a few steps and points you should consider:

1. Research and select a VPN service that meets your needs.
2. Check the system requirements for the VPN service.
3. Download the VPN client software to your PC.
4. Create an account (or use an existing) with the VPN service provider.
5. Install and configure the software on your PC.
6. Test the VPN connection to ensure that all of your online activity is secure.