The best method for this is have the router perform the VPN connection.
First off you need to coordinate with the VPN manager if this is an allowed activity and determine if they already have a solution. Note that corporate VPNs often have detection software/devices scanning VPN connections to prevent just what you are attempting.
If it is allowed and they do not have a solution, you can look for a router that supports VPN tunneling. There are several on the market. You will need one that supports your VPN type. The VPN administrator will need to supply the connection settings required to connect (or pre configure the router for you).
An alternative is to attempt to route everything through a PC running the VPN with Internet Connection Sharing (not an ideal solution). If it is your own VPN then this is an alternative. Most corporate VPNs specifically prohibit routing through a computer.