It's always good to have some sort of security specially when using public wi-fi networks. After doing a bit of research and trying different things here is the option that work best for me.
There is not software installation involve as Ubuntu already comes with vpn tool pre-installed. You just need to click on the network icon and select "VPN Conections->Configure VPN...", you will be greeted with a new window like this one:
The service provider I used: http://www.bestfreevpn.com/
Just enter the details as shown on the screenshot below. One the things using this service provider is that they change the password every few hours but this is not to bad of an issue. The service they provide is quite good so far.
To be able to use the vpn you just setup you are going to restart the network manager but logging out and back in again. Once you do that you will be able to log into Free vpn by clicking on the network manager on the top right.
Another good service that I haven't been able to work is "itshidden.com" which I'm giving you because you may be more lucky than me.