Yeah your router might not support it. I would look around for other router that do support it. Most home router they don't put any thing cool on them, because 99% of the people that use them, just plug them in and it just works, and that is all they care about.
If that doesn't work you can also look in the hacked firmware of routers, but it only works on certain routers. http://www.dd-wrt.com
is one the does it.
If you have a spare computer I would look in to Untangle, and turns that spare computer into a router.
Or I would look in to industrial routers, yes they are expensive new, but used, you can some times get them for free, if your know the right people. Just look at surplus.