It looks like a good router, but the "VPN" it offers is not what you're asking about. Many routers, like my ASUS, offer the option to be a VPN
server. That is, you can connect to it from anywhere in the world, and web sites will think you're at your home or office or wherever that router is. It doesn't go the other way.
You need a VPN
client, which is something different. Computers and smartphones can do this with software, but your television cannot. Thus, you need a device to route your network traffic through a VPN, and that's not something the router you linked above can do, according to
its user guide. There may be less expensive options than what I linked; that's just the one I know of.
In any case, since you're trying to spoof your location in a different county, you'll also need to set yourself up with a VPN server that has nodes in that country. There are free ones out there, but I pay Witopia both because they have plenty of bandwidth, and because I know the company and trust that my data will be fairly secure. (With the free ones, I have no idea on the latter.)
If your computer has DVI or HDMI output, another option might simply be to plug it into the big screen when you want to watch that foreign content. In that case, all you'd need is the software VPN service, which is all I have from Witopia.