Quite easy to do, i bought a VPN for £2.00 a month over at
https://digibitdesign.com/vpn/ and they will send you the openvpn config files.
attach the new router to your LAN and access the web interface of the router, (192.168.8.1) then give it a static IP address of what your network uses. (so i gave mine 192.168.1.222 rather than the 192.168.8.1 address
Under settings there's a "allow access via port 83 on the WAN that you enable.
Then in your normal router allow it either to be under DMZ (192.168.1.222) or allow port 83 to be open on your LAN.
Then simply attach the WAN port to your network and the LAN side of the router to your device that you want to use the VPN.
Then you can log into the router using 192.168.1.122:83
From there, go to VPN and upload your openvpn config file of choice. (good idea before you do this is to experiment with openvpn on your PC and the config files and see which one gives you the best upload and download speeds)
then in the router you simply upload the open vpn config file and input your user name and password that you get from your VPN supplier, as per screen shot above. then enable and wallah, away you go. the device that's connected to the LAN side will use the VPN.