Steam and VPN

Hi guys! I would appreciate your help and inputs on this. Do some of you guys use a VPN connection with Steam? I'm using my public wifi at my campus right now. It let's me access my library just fine, but I can't download any game data nor updates. I heard, that I could risk a ban on my account. Is there a good Windows tool for VPN? I see here many experienced PC gamers and I thought I threw this question in here. Thanks!