I actually do have a router, but it's not capable of setting up a VPN on it and creating seperate networks. My idea is to have my own private network for personal use WITHOUT the VPN and another network next to this one WITH VPN connection.
Anyways, I think I can create this by creating a new virtual network adapter, putting openVPN client on a small linux machine, set it up as bridge, and let the other virtual machines connect to this same virtual network adapter. This way everything will be bridged through the openVPN machine, software-based :smileyhappy: