Note:
This tutorial is based on the instructions given within the router article located here: http://forum.goldenfrog.com/t/need-a-simple-list-of-instructions-to-setup-asus-rt-ac66u-for-vyprvpn-pls/481
I am tremendously indebted to @nick, and everyone else who participated in that thread, for providing the information and inspiration for this article.
Issue:
Many routers are not compatible with Shibby's Tomato firmware builds, but people may still wish to use a router VPN connection to VyprVPN's servers.
This tutorial will address this issue by describing how to create a working OpenVPN connection to the VyprVPN server endpoint of your choice.
The illustrations and steps in this article are based on an ASUS RT-N66R router, however the steps should be substantially similar for any other router that supports an outbound client VPN connection.
You Will Need:
- A router that supports VPN client connections.
A "client" connection is one where the router allows an outbound connection to an external VPN endpoint somewhere. Many routers support inbound connections from somewhere else to the router, (i.e. an "inbound" or "server" connection) - we need to be able to create an outbound (client) connection.
Note that on this screen-shot, my router supports both Server and Client connections, and I have the "Client" tab selected.
An active account with either Giganews (http://www.giganews.com), or Golden Frog (http://www.goldenfrog.com) that gives you VPN access to VyprVPN
-
A copy of the relevant OpenVPN configuration file, (a .ovpn file), for the server endpoint you want to connect to. This comes as a ZIP file containing the .ovpn files for every supported server location.
When I downloaded the (Giganews) zip file and extracted it, it created a VyprVPN iOS OpenVPN Conf folder containing dozens of ".ovpn" files, a small part of this folder is shown here. You can see it contains a bunch of ".ovpn" files, one each for every server endpoint you can connect to. In my case, I selected the "New York.ovpn" file, (not shown here), to base my connection on.
The Golden Frog OpenVPN configuration ZIP file contains a folder named VyprVPNOpenVPNFiles that contains two different folders based on VPN encryption strength. Each of these folders contains the dozens of ".ovpn" files as shown here.
WARNING!
The Golden Frog and Giganews .ovpn files are not interchangeable!
(See http://forum.goldenfrog.com/t/anyone-setup-asus-rt-n66u-running-merlin-builds/544/8)
If you use the wrong set, your VPN connection will fail miserably, as you will be using the wrong authentication server and certificates.
Let's Get Started!
- Navigate to your router's VPN setup page.
On my ASUS RT-N66R, it looks like this with the "Client" tab selected.
This is the VPN "Client" setup page on my ASUS RT-N66R Router. Note that the "VPN Server List" shows "No data in table". This shows that I have not set up my VyprVPN connection yet.
- You click on the "Add Profile" button (Located underneath the VPN Server List on my router)
- Once you've done this, you see the "Add Profile" dialog, where I have selected "OpenVPN" as the VPN type.
The "Description" is a free-form field that you can use to give this connection a name. For example, I called mine "VyprVPN to New York
The "Username" field is your Golden Frog/Giganews username.
The "Password" field is for your account's password. Note that it is displayed in clear-text. Also note that I used "I'm no 'dummy' " values here. 
Since you are using this on a router, I am assuming you want a continuous connection, so I set the "Auto Reconnect" option to "Yes".
Next you need to import the relevant ".ovpn" file that tells your router exactly how to connect to your desired endpoint.
Here you can see that I have selected the "USA - New York.ovpn" file to import. Since the .ovpn file has the "CA" certificate file "built-in" so to speak, you do not have to import it separately.
- If the opvn file imports successfully, you get the "OK!"
- Then, you click on the "OK" button down at the bottom of the dialog to save your settings. If all goes well, you should see the VPN Server List updated with your new VPN profile.
You can edit the profile, (in case you misspelled your username or password - or if you accidentally imported the wrong .ovpn file!), you can delete it, or you can "activate" it, which is what actually begins the VPN connection process. Right now, the profile is not active, so the "Connection Status" doesn't show anything.
Making The Connection:
Now that you have a (hopefully!) working VPN profile, you click on "Activate" to start the VPN connection running.
At first, I get this within the VPN Server List - indicating that the VPN connection is either not finished connecting, or that it has, somehow or other, failed.
In my case, the server list dialog does not always update the "connection status" properly, so I confirm the connection by going to VyprVPN's test page located at https://www.goldenfrog.com/whatismyipaddress.
If the connection is NOT successful, you see this:
However, if the connection IS successful, you see this:
It is interesting to note that my ASUS router still shows a "failed" connection (a circle with an "X" in it) instead of a check-mark, even though the connection is really working.
If there is any doubt about the connection, checking the VyprVPN test page (noted above), is the True and Accurate test. If it says you're connected, then you're connected.
An additional note here:
Depending on how long your router takes to actually create and activate the VPN connection, you may get the "Not Connected" page at first. If you wait a moment or two, and hit the browser's refresh button, you should eventually get to the "successfully connected" page shown here. If, after several minutes, you do not see the success page, you should go and begin troubleshooting the connection.
Did you import the correct .ovpn file?
(i.e. Did you import the .ovpn file from the correct Golden Frog and/or Giganews configuration file sets noted above?)
Did you type in your username and password correctly?
(You'd be absolutely amazed how many times I have pounded my head trying to solve a problem, only to discover that I mistyped my credentials! 
)
If everything seems OK, and you still cannot connect, you should cut-and-paste your router's log entries into an e-mail directed to your provider's support people - either Golden Frog or Giganews. They know how to translate "Log File Gibberish" into "Plain English" and they will be able to tell you where things went wrong.
Final Notes:
Even though this tutorial is based on my ASUS RT-N66R router, the steps to create and use a VyprVPN connection via OpenVPN should be substantially similar for other router types or versions. Obviously, if you have any questions about your specific router, you should contact your router's support.
Hopefully this has provided some light into what can be a confusing topic.
