Configuring wireless router between cable modem and VPN

I’m trying to provide wireless access to the internet only by placing a wireless router between a cable modem and a VPN. I don’t want the wireless router to be part of the VPN network.

Plugging the modem output into the WAN port and extending a cable from the LAN port to the VPN doesn’t work. Placing the modem output in the first LAN port and connecting the second LAN port to the VPN allows the signal to go unfiltered to the VPN but then I have no wireless. I even plugged the third LAN port back into the WAN hoping that would create functioning wireless. Hokey at best, I know.

Do I need to reconfiguire the MAC of the router somehow? Remove router firewall? Any help would be appreciated. Thanks.