Using OpenVPN on a small wireless router is possible, but it greatly depends on the exact type of the wireless router used. On the DD-WRT and OpenWRT websites, many supported wireless routers are listed, but even most of those have drawbacks. A minimum flash size of 8 MB is required and a sufficiently large NVRAM space is also desirable.
However, even with the right hardware, the performance of OpenVPN on a wireless router will not be very good due to the limited computing power of such devices. For people who want to set up a VPN to their home address, performance is usually fine, unless your home connection is capable of doing more than 100 Mbps upstream.
The following procedure can be used to configure a DD-WRT router as an OpenVPN server:
In the DD-WRT web interface, click on the Services tab and click on VPN.
Disable the OpenVPN client first by scrolling down and selecting Disable in the OpenVPN Client section.
In the OpenVPN Server/Daemon section, enable...