Does "Hotspot Shield" automatically log me in to a WiFi network where I don't know the network password, where the network may or may not be free?
No, it's a proxy that encrypts and routes your traffic so that your information is kept safe from people "sniffing" the network. To log into a "secure" wireless network, you need a passkey of some sort to connect (or the skills to go around that with air sniffers and the like). Once you have Internet Access, Hotspot Shield takes over. It encrypts your Internet Traffic to one of their many servers, then it goes out to the Internet