Some hotspots will not allow you to connect, they are protected by security measures, such as WEP, other hot spots require an account (like hotspots at Star Bucks)
Other hot spots have no security, but are privately owned and is (from what I understand, illegal to access them)
I would avoid hot spots, unless you know where its coming from and you have permission to access it.
Oddysey is not required to connect, some users have trouble connecting without it, I personally dont use it.
for more info on wireless connections check out Ikes wifi guide
http://wifi.aximsite.com
*moved to "wireless communications"