The specifics of setting up your VPN on the PS4 is not that much different from the PS3. It all starts with having a VPN configured on your home computer.
Youll need a crossover cable that connects your gaming console to your computer. Once you have the console connected, just connect to your VPN and away you go.
The PS4 has made this process somewhat easier through the use of the ethernet controller and your router. This method requires that you connect to your VPN server from your Wi-Fi router and then just connect your console to the router. This solution is preferred, but not all routers are VPN compatible. Youll need to make sure yours is before using this method. Beyond that, the process is pretty much the same. Youll configure your router with the provided instructions to connect to the VPN and then just connect your PS4 to the router. The following visual tutorial could help you to set the VPN up on your router if it's DD_WRT compatible:
[ Register or Signin to view external links. ]