@rom11r 

Apparently the Version 4 of the Archer C6 doesn't have the VPN Server feature.

You might want to check if the store that sold you this Archer C6 advertised the router as having OpenVPN. If they did, then you should have a good chance to get a replacement or get your money back.

  @woozle 

Thanks for letting me know.

tp-Link should update their website as the information on. there is very misleading and the average consumer does not know what version of the device they are buying.

I have returned the item and have gone with a different manufacturer as I cannot trust the information on tp-Links website.