Shiftsmart - VPN - Lionbridge/TULUS

So I'm applying for work with Shiftsmart (somebody posted about it and it sounded interesting)

Thing is, it's asking me to do a computer setup and tells me I need to install a VPN. Firstly, I've never used one, don't know much about them and secondly, I wonder how would it work if I'm doing a project with Lionbridge.. Like I said, I don't know anything about VPNs (I'm sorry if that sounds dumb..) For my particular project (with LB), one has to be in the US, which I am..(I'm also wondering why Shiftsmart even needs a VPN because their particular job/project is supposed to be US-based (survey agent))

Anyone have any insight? TIA!