Setup VPN on Xbox 360 & Xbox One through Router. your gaming console, you first need to set up PureVPN on your wireless router. For what it's worth, I managed to get this working and documented how to connect Xbox 360 to Linksys WRT54GL using TP-Link TL-WA500G. You have to physically connect your xbox 360 console to your router or PC. once you do that. you turn on your Xbox…