Encrypt Your Communications
Because most hotspots don't use WPA or WPA2 encryption to scramble the communication between computers and the wireless access point (or wireless router), you should use something to provide this encryption.
That way, if you use a clear-text protocol as I discussed, local Wi-Fi eavesdroppers can't see the communications. This encryption can be provided by using a Virtual Private Network (VPN) technology.
Traditional VPN solutions were designed to provide secure remote access to networks from outside the building so you can, for example, access work files at home. Because VPN connections are encrypted from the user's client all the way back to the network or server, any traffic while using them on a hotspot is protected from eavesdroppers.
If your employer doesn't provide VPN access, you can set up your server using a Professional edition of Windows.
There are also VPN solutions specifically designed for hotspot security. They don't include the ability to remotely access files, but they still tunnel Internet traffic through the encrypted pipeline back to a safe network, thus securing your hotspot traffic.
One free solution you might want to check out is AnchorFree's Hotspot Shield.