VPN exposed me to all the dangers on the internet?

[idrinkmilk]

I have been using a VPN tunnel for all my poker playing and internet browsing for a long time now. It started with me traveling, but then I just continued because I assumed it was added security. And added security is nice right?

Looks like that decision might not have been as good as I thought. Yesterday I reread the FAQ on my VPN providers site. There I saw something I hadn't expected. They write that when you use a VPN tunnel your hardware router let's through all the traffic through that tunnel. It loses it's firewall ability against that traffic. Therefore they recommend using a software firewall when using a tunnel. Ugh. I kind of froze when reading that. I haven't been using a software firewall.

Does this mean that I have been open to hackers and cyber criminals for all this time? That would be b.a.d.