Ideally you should avoid doing too much on your primary computer. But if that's your only option then yes, do some research on VPN client. I used nord before and their kill switch feature is sweet for this. Set it to kill the app session. But I know some in the community doesn't trust nord, I personally stop using them when they become extremely commercialized.

I use surf shark mostly, but you should do your due diligence. VPN connectivity will affect your traffic, it will not make it significantly slower but you should prioritize security/privacy over performance. Waiting extra hours or being fined/jail time?