Tor (The Onion Router) is a software that ensures your privacy by changing your IP (your IP will be changed successively through different servers) so others will not detect your real online identity (IP).
Is a possible replacement for Hotspot Shield (if you use it), is a tool that will keep you secure while surfing the web. Your data is encrypted, your identification details (IP) is changed to another one and you can access different sites without being tracked or avoid discrimination based on country location.
This open source program will encrypt multiple times your data to be sure you are highly protected. You can use it when visiting websites, email, instant messengers etc. (you can enable or disable any of these options from the Settings). It has a large number of users.