Cheap and easy solution for VPN?
Solution 1:
You could re-flash your router firmware with a version of dd-wrt that contains openvpn
Configuration can be a bit tricky, but once it's done, it's done - and there are some pretty good howtos out there on doing this.
Solution 2:
If your router does not support VPN, then you will need a VPN server running inside your network and port forwarding on your router. The most common servers include the VPN server built into Windows (RRAS) or OpenVPN.