The solution will depend on the capability of your router. If the router can handle assigning a VPN endpoint to a particular port then thats all you will need. You assign the VPN to the port that your KV is connected to and all traffic from the KV will traverse the tunnel whilst leaving all other traffic untouched.
If you can only select global VPN (ie all ports affected) then its probably best to use a two router solution. The main router will feed your present netwrok with one tap going to the WAN of the second router. This 2nd router then feeds the KV and acts as the VPN endpoint. Now, only the ports controlled by the 2nd router traverse the VPN. Those devices connected to the first router are unaffected. You need to be a bit wary with the 2nd router solution as your first router will need to be capable of passing VPN messages without interference (most modern routers can do this, even if they are incapable of acting as endpoints).
Of course, if your happy for everything to go through the VPN then you only need to use the one VPN capable router but be aware that most VPN's are fairly speed limited (free ones rarely >512Kbit/sec whilst the more affordable paid ones are usually limited to around 2Mbit/sec).
Your probably going to have to do some research on what you already have to find out its VPN compatability (unfortunately its a complex subject as there are at least three different and incompatible VPN protocols) before you decide whether or not you need some additional hardware. You should probably also look at what VPN providers (and prices) are available before making any firm decisions.
There is a tutorial available somewhere that describes a simple setup using a dd-wrt modem and a fairly anonymous/cheap VPN provider. Thats probably a good starting point !
Most of the free VPN services use PPTP as its the easiest protocol to support. Its the oldest and also the least secure of the VPN technologies with several known security vulnerabilities.