I would love to install my NordVPN on the router, but it is my understanding that you cannot install the necessary firmware to the router in order to run the VPN.  I did however a couple years ago buy a router for that purpose but I'm scared to bridge the modem in case I mess it up(I've heard a number of stories of people doing that).  Is there a risk to bridging the modem in order to install the 3rd party router?

Thanks