When using the OpenVPN protocol, many VPN apps will give you the option of using either the TCP or UDP protocol. TCP is the protocol that you normally use to browse the web and download files. UDP is more common for streaming applications such as video, music, and gaming. The difference is in how computers and servers send network packets, the unit of data used to exchange information over the internet.
Because the firewall does not have the encryption keys for each VPN connection, it can only filter on the plaintext headers of the tunneled data, meaning that all tunneled data passes through the firewall. However, this is not a security concern because the VPN connection requires an authentication process that prevents unauthorized access beyond the VPN server.
Are you so used to your data traveling over Wi-Fi that you've stopped worrying about the security of that data—and about who else might be spying on it, or even stealing it for nefarious purposes? If so, you are—sadly—in the majority, and you ought to consider using a viritual private network, or VPN. In fact, when PCMag conducted a survey on VPN usage, we found that a dismal 71 percent of the 1,000 respondents had never used a VPN. Even among those who support net neutrality—who you might think would tend to be well informed on technology and privacy issues—only 45 percent had used a VPN.