You'll have to ask your ISP. How are we supposed to know its policies when we don't even know which ISP you use. Any router with DD-WRT and at least 32 MB of memory should be able to run a an OpenVPN client. The client can be installed as an add-on to DD-WRT. Some routers come with an OpenVPN client installed. You can search a site like Newegg to find them.