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Hi Ben, there's an option on the router's interface that allows you to set up VPN's. Please try the following steps:
1. Type 192.168.1.1 into your browser.
2. This will bring up the Graphical User Interface (GUI) where you can login into the router.
3. It will ask you for a password and the default password is vodafone all in lower case.
4. Once logged in you’ll see a drop down bar that says Basic Mode, change it to Expert Mode.
You'll see a number of sections in here. If you look for the VPN section, you'll be able to set up whatever it is you're looking to do.