Eric would like to hide his IP address while he's online. Leo says that the IP Address is like a return address that the internet needs in order to route traffic to his computer. It's hard to completely hide it, but he can anonymize it.
He should look into TOR (The Onion Router) which will anonymize his IP address. It is slower and the NSA has cracked it, though. Some believe a VPN is a good option, but Leo says that someone at the VPN company still knows who he is. Frankly, Leo says it's foolish to try and hide an IP address. The NSA knows who he is because his ISP knows who he is.