Don't know what my rights are

Just bought a home a month ago.was not told by anyone there is a yearly HOA fee,and never wanted to be a part of a HOA in the first place.I t is not even on my paperwork including title.We found out there is a public path to the Shrine in Manorville from side of our house that goes behind it,that people from this community,and the Shrine are illegally entering and exiting.There is a lot of criminal activity at the Shrine at night,was even just recently on the news.The HOA is claiming no responsibility to it,and neither is town.There was just a guy walking down the wooded path smoking.What am I suppose to do to protect my self,and how is my lawyer,and real estate who kept this from us not responsible in some way?