ME3 was leaked prior to official release, meaning that pirates get the game sooner. As to the specific "VPN" term, a VPN is a Virtual Private Network. It encrypts all of your internet traffic and redirects it to a common server operated by a VPN provider. That server fetches the data you request, encrypts it, and passes it back to you. VPNs have a lot of legitimate uses but they're commonly used by pirates for protection from law enforcement. Why? Because:

1) The encryption prevents anyone from seeing your data en route to the VPN provider. If law enforcement were to force your IP to spy on you (all of your data goes through your ISP), they couldn't do so if you were using a VPN. Your traffic is encrypted.

2) Anything you do on the web through a VPN shows the VPN's IP address instead of yours. So if you're torrenting something, for example, ordinarily your IP would be shown to everyone in the swarm (which is how people typically get caught pirating things). Using a VPN, though, the server's IP is shown instead.

3) VPNs are often located offshore, in jurisdictions with lenient rules on file sharing. For example, one popular provider is incorporated in the Seychelles with a parent company in the Netherlands, and has servers in dozens of different countries. Legally speaking it is VERY difficult to force a company like that to keep logs and spy on users.

Anyway, that might have been more information than you wanted to know. What you should take away from this, though, is that a VPN is a privacy/anonymity service which CAN be used to help protect the privacy/identity of pirates.