Have an ASUS router, and it is set up to add a VPN. I just searched for how to set it up, and thankfully there was a page that walked me through the process.

Once I'm sure it's good to go, I'll turn it on whenever I need it. The network map shows X on the path for my internet connection, but I have internet access.

I have one website that normally complains whenever I've forgotten to turn it off, but it's not giving those warnings. I think it's on, but that gives me a little doubt...