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A Virtual Private Network (VPN) helps to mitigate security and privacy risks of data transmitting on unsecured network such as public Wi-Fi. However, despite awareness of public Wi-Fi risks becoming increasingly common, the use of VPN when using public Wi-Fi is low. To increase adoption, understanding factors driving user decision to adopt a VPN app is an important first step. This study is the first to achieve this objective using discrete choice experiments (DCEs) to elicit individual preferences of specific attributes of a VPN app. The experiments were run in the United Kingdom (UK) and Japan (JP). We first interviewed participants (15 UK, 17 JP) to identify common attributes of a VPN app which they considered important. The results were used to design and run a DCE in each country. Participants (149 UK, 94 JP) were shown a series of two hypothetical VPN apps, varying in features, and were asked to choose one which they preferred. Customer review rating, followed by price of a VPN app, significantly affected the decision to choose which VPN app to download and install. A change from a rating of 3 to 4-5 stars increased the probability of choosing an app by 33% in the UK and 14% in Japan. Unsurprisingly, price was a deterrent. Recommendations by friends, source of product reviews, and the presence of in-app ads also played a role but to a lesser extent. To actually use a VPN app, participants considered Internet speed, connection stability, battery level on mobile devices, and the presence of in-app ads as key drivers. Participants in the UK and in Japan prioritized these attributes differently, suggesting possible influences from cultural differences.