But it turned out, that the service isn't quite what it pretended to be. While they perform the function for, you that they say they do, it also appears that they use your computer for others to access the internet.
If you're using Hola, someone from oposite side of the planet could be using your connection to do whatever they want to do. This could include illegal activities. Problem with this is that those illegal activities will appear to have originated from your PC/mobile device and you could be in trouble for them.
A web site adios-hola explains things in detail.
What to use as an alternative? There is always Tor. It's not as intuitive, but it gets the job done.