This file looks suspect. Even though it is on cnet all the so called reviews were posted the same day and nobody has anything bad to say. The site it runs to says they need no software at all to run so this may just be a auto configuration utility. I am not going to run it to find out though. It almost looks like a advertisement for their site.

It is highly unlikely you will find any vpn service that is free other than a trial. You are using their internet bandwidth as well as their hardware. They have pay for it somehow.

There is no software you can run on your equipment that by itself will allow you to hide your IP address. You must in effect always "borrow" someone elses IP.

Be aware all the sites that provide VPN/proxy services are fairly well know. Be sure the site you are trying to hide your IP from just does not block all these type sites to prevent you from bypassing their restrictions.