Hi firstmed! If you were looking to set up a 3rd party firewall and VPN, you could bridge mode it (if you don't have static IPs; if you do, you'd want to use pass-through mode) and use a router. The 3rd party firewall and VPN set up would be outside of our demarc if you decided to go that route but these links would be helpful if you do:
This one would explain how to use both bridge and pass-through modes
I hope that helps but if you have any questions going forward, you can always send us a private message with your name, the business name, the complete service address (including city, state, ZIP, suite number, etc), and the phone or account number.