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DNS or the domain name system is used to translate domain names such as www.astrill.com into a numerical IP addresses, e.g. 188.8.131.52 which are required to route packets of data on the Internet. Whenever your computer needs to contact a server on the Internet, such as when you enter a URL into your browser, your computer contacts a DNS server and requests the IP address. Most Internet service providers assign their customers a DNS server which they control and use for logging and recording your Internet activities.
Under certain conditions, even when connected to the anonymous network, the operating system will continue to use its default DNS servers instead of the anonymous DNS servers assigned to your computer by the anonymous network. This is called a leak. DNS leaks are a major privacy threat since the anonymous network may be providing a false sense of security while private data is leaking.
When your DNS requests are leaked, no actual data sent to / from websites is captured. But it can still give an eavesdropper enough information about what websites you are visiting. It also opens door for DNS poisoning which can be used for phishing attacks.
Astrill provides an easy way to fix a DNS leak on Windows, which is very well known to have DNS leaks. Astrill also perfectly masks your real IP. It is advised to turn off Java and Flash and enable them only on demand.