YYZ - Thanks for the explaining the VPN dynamics. As non-IT/Tech guy, I think I've now got a much better understanding of how the benefits work.
RE: Our IT guy - I think he thought it was something that would lighten up the mood, and I really didn't mind that much. But, afterwards, I told him in private to never do it again, to anyone. I suspect, he got the message loud and clear.
RE: Key Loggers - I'm using a program to manage all of my password. It's called 1Password, and if I recall, a Canadian company? Anyway, I think I've read they claimed key loggers are rendered ineffective when using the program in its native environment. I have noticed that after pasting a password, it clears the clipboard shortly afterwards, though even prior to using this program, I've always manually cleared it.
Thanks again for your insights on this. It's very helpful, and greatly apprecaited.