With a VPN, traffic originating from your laptop is encrypted, then sent to a third party server, where it can safely be forwarded on to the world wide web at large, safe from prying eyes. There are lots of options for connecting to a VPN--your company may provide one for you to use, or you can set up your own VPN server at home. For most people, the easiest option will be to use a web-based VPN, many of which offer a limited free service, and low-price monthly rates for heavier users. PCWorld's guide to VPNs can help n00bs and veteran traffic-tunnelers alike.
So far we've talked about how to keep your data safe if your laptop is stolen, but data's not the only thing at stake--laptops themselves are expensive! That's why you should have a plan for retrieving your laptop in the event that it's lost or stolen. We recommend Prey .
Prey is a (mostly) open source application that helps you locate your laptop. When everything's normal, it runs silently in the background and barely consumes any system resources. If your laptop gets lost or stolen, you can remotely activate the Prey software, and it will begin sending status updates about your laptop to the Prey website. It tracks the laptop's location based on nearby wireless networks, and captures screenshots of what the thief is using it for. The software can even use the computer's webcam to send you photos of whoever's using your lost laptop, or remotely lock down the laptop to prevent the thief from using it.
The free version includes all that functionality, and allows you to save up to 10 reports at a time for 3 devices. A $5 per month subscription lets you keep more reports and increase the report frequency. LoJack for Laptops is a highly regarded premium Prey alternative, with one-year subscriptions starting at $39.99.
Consider a remote data deletion service
Now, we don't necessarily recommend this step to all users. The full-drive encryption described earlier is pretty much fool-proof as long as your password is strong--unless your laptop was stolen by the NSA, you can consider your data safe. Still, if you're carrying really important company data and want true peace of mind, ask your IT department about setting you up with a remote deletion service, which can allow you to delete specific files or whole drives over the Internet.