Then you're knackered. The only way at that point is to run an SSL VPN (e.g. OpenVPN) which, as you have correctly pointed out, is not a feature of the 2820 series.

As an alternative, have you tried looking for an open, UK based, proxy server?

I have but they're all either to pay for or don't have enough bandwidth free.

hmm. this is an arse, it's one of the main reasons I bought the bloody router! I'm already running an SSH tunnel on another little server inside my LAN but I want to switch it off because it's consuming too much power.

I emailed tech support and they said they had no plans to run SSL VPN on the 2820 in the near future.

I still follow this forum because I have 2 remote DrayTek routers, but for myself I gave up with dedicated routers and built myself a lowish power box to run ClearOS . My box idles at just over 30W and it goes up to nearly 40W under load (which is hardly ever). You can do even better with power now with a PC based on the Intel Atom (or Via Nano if you can find one). You have to be quite selective with the parts you choose but you could probably build one for under £300, and that is with a power brick rather than a proper ATX power supply. That is a little more than a 2820 but you get something quite fantastic by comparison.

For me the box acts as a router, mail server, file server, VPN server, spam filter, p2p server and so on.

Just posting to say thanks to rpg.

I was looking for a way to access the BBC iplayer service whilst abroad and your post worked a treat. On my Draytek 2820 I created a "Remote Dial-in user", then from my remote pc (Windows 7) I created a new connection using the option "Connect to a workplace". It seems to default to using the remote gateway too.