How does this site work?

Hi guys, I'm interested in learning something, and hope that you guys can point me in the right direction!
Take this site, for example: secure-tunnel.com
How does it do all those things? For example, IP masking and traffic encryption. How does that work? Are they just a proxy that charge you for useage, or what?? What kind of technology is involved? How can I do the same for myself for free if I already have a webhost?
Curiosity is killing me and google is confusing me!
Thanks for your help!!

cckid

 

 

 

 

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