Business travelers are often putting their data at risk by using public Wi-Fi access points - wireless networks freely available to connect to. When you don't have a wired network access point, connecting to a wireless network at random may not be your best alternative. It can open you to malicious attacks and to those who track your activities - including capturing private information like passwords.
In order to avoid the risks associated with unknown Wi-Fi networks, there are two solutions you can use.
By connecting a special USB stick to your computer, you can have access to the web in the same way you would with an internet-enabled phone - via a cellular network. Most major cellular providers have one of these options, though they go by many names - in Canada, examples are the "Rogers Rocket Stick" or the "Bell Wireless USB Modem".
Right now, Verizon is the only company offering a USB modem that will work in 175 countries (Windows only).
The upside: it is more secure than a Wi-Fi access point
The downside: no added security benefits, most USB sticks are often country-specific, making them impractical for International business travelers.
A VPN supplies connectivity to support remote access to the business network. You connect to the internet with whatever means you have available - wired or wireless - and connect to the VPN. VPN technologies use tunneling to create the connection to the business network and uses encryption protocols to provide you with private access both to the company network and through it. This means you can access company data as well as access the Internet through this more secure connection.
A VPN uses various security mechanisms to protect these private / virtual connections. There are lots of vendors out there for VPNs, including the Cisco Easy VPN.
The upside: you connect to a secure network, so outsiders can't monitor your web use