this one?
http://download.cnet.com/hotspot-shield/?tag=mncol;1

If so, I read Seth's review and customers' reviews and I didn't really like what I saw. I would have stayed away.

This is what Seth says;

"Once the program is installed, it creates an HTML link on your desktop.
Double-clicking on it will open the application in your Web browser, and
you'll be taken to a page detailing your Connection Status, IP Address,
Server Address, Bytes sent and received, and the duration of the
connection. Hotspot Shield is ad supported, so you'll get a big banner
ad that lives at the top of every Web page, too. Closing the tab with
the app's control panel doesn't disconnect the shield, though: for that,
or to reload the control panel, you have to go through the green shield
icon that gets loaded into your system tray"

Did you try that 'green shield' in the notification area, near the clock?

What other options have you tried, eg Add/Remove programs? anything else?

Mark