A refreshed guide is available here:
Prerequisite
Install DD-WRT on router
go to https://www.dd-wrt.com/
Select "router database", then enter you router model number. Follow the instructions as described and install the DD-WRT *vpn*.bin.
Steps
Create configuration files from our Config Generator.
Select the server location and port you want to connect to, tick "Advanced Mode", tick "Separate certs/keys from .ovpn file", then generate and download the configuration