In some embodiments, a network regulator device protects a local network of client systems (e.g. Internet-of-things devices such as smartphones, home appliances, wearables, etc.) against computer security threats. When introduced to the local network, some embodiments of network regulator take over some network services from a router, and automatically install the network regulator as gateway to the local network. The network regulator then carries out an automatic device discovery procedure and distribute device-specific utility agents to the protected client systems. An exemplary utility agent detects when its host device has left the local network, and in response, sets up a virtual private network (VPN) tunnel with a security server to maintain protection of the respective device.