**CAUTION: You need to really really be careful, read the instructions over and over again and go slowly if you are not sure of what to do:
Okay, my *excellent* VPN provider has confirmed the following:
"Amazon will prevent any attempt to establish a VPN connection on Kindle Fire. However, you can use a VPN enabled router to trick Fire.
In order to configure your router for HMA Pro VPN, you need to flash it with DD-WRT firmware.
You can check if your router supports this @ http://www.dd-wrt.com/site/support/router-database
How to install the DD-WRT firmare: http://www.dd-wrt.com/wiki/index.php/Installation."
AGAIN - I'm definitely going to go slowly here, as if you mess up, you will BRICK your router!